+234.0%
DVN vs EXE
+182.2%
+51.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.8% |
| 7D | +4.5% | -3.1% | +7.7% | +6.6% |
| 30D | +12.0% | -0.9% | +12.9% | +12.5% |
| 3M | +13.4% | +9.6% | +3.8% | +6.8% |
| 6M | +12.1% | -11.6% | +23.7% | +20.9% |
| YTD | +38.8% | -12.6% | +51.4% | +49.3% |
| 1Y | +46.0% | +1.2% | +44.9% | +41.8% |
| 3Y | +9.5% | +18.0% | -8.5% | -7.1% |
| 5Y | +125.3% | +101.1% | +24.2% | +24.6% |
| All | +234.0% | +182.2% | +51.8% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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