+57.3%
DVN vs EXC
+205.3%
-148.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | +10.4% | +1.4% | +9.0% | +9.7% |
| 30D | -6.7% | +8.6% | -15.3% | -10.2% |
| 3M | +5.6% | +2.4% | +3.2% | +4.2% |
| 6M | +0.7% | +6.5% | -5.8% | -2.9% |
| YTD | +29.6% | +9.0% | +20.5% | +23.0% |
| 1Y | +36.3% | +4.6% | +31.7% | +31.8% |
| 3Y | +13.2% | +33.5% | -20.3% | -5.9% |
| 5Y | +38.6% | +41.4% | -2.8% | +9.8% |
| All | +57.3% | +205.3% | -148.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling