+5.5%
DVN vs EXC
+21.3%
-15.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -1.3% | +1.2% | -2.6% | -1.4% |
| 30D | +12.6% | -2.7% | +15.3% | +12.8% |
| 3M | +8.1% | -1.0% | +9.1% | +8.2% |
| 6M | +10.2% | -9.3% | +19.4% | +10.8% |
| YTD | +33.8% | +3.6% | +30.1% | +33.4% |
| 1Y | +43.9% | +5.9% | +38.0% | +43.1% |
| All | +5.5% | +21.3% | -15.8% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling