+1,131.3%
DVN vs EXC
+2,465.6%
-1,334.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +7.8% | -1.9% | +9.7% | +8.7% |
| 30D | -7.9% | +7.8% | -15.7% | -11.0% |
| 3M | +3.7% | +1.9% | +1.9% | +2.5% |
| 6M | +0.2% | +3.4% | -3.2% | -2.0% |
| YTD | +28.6% | +7.6% | +21.0% | +23.2% |
| 1Y | +34.6% | +2.1% | +32.5% | +31.7% |
| 3Y | +11.8% | +29.6% | -17.8% | -3.8% |
| 5Y | +37.6% | +39.5% | -1.9% | +13.5% |
| 10Y | +59.7% | +200.2% | -140.5% | -6.5% |
| All | +1,131.3% | +2,465.6% | -1,334.3% | +466.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling