+1,180.8%
DVN vs EXC
+2,371.2%
-1,190.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -1.3% | +1.2% | -2.6% | -1.8% |
| 30D | +12.6% | -2.7% | +15.3% | +13.8% |
| 3M | +8.1% | -1.0% | +9.1% | +8.3% |
| 6M | +10.2% | -9.3% | +19.4% | +14.2% |
| YTD | +33.8% | +3.6% | +30.1% | +30.6% |
| 1Y | +43.9% | +5.9% | +38.0% | +38.8% |
| 3Y | +1.7% | +21.3% | -19.6% | -9.6% |
| 5Y | +119.6% | +46.2% | +73.4% | +77.8% |
| 10Y | +53.7% | +151.5% | -97.7% | -3.0% |
| All | +1,180.8% | +2,371.2% | -1,190.4% | +500.5% |
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