+124.3%
DVN vs EXE
+99.3%
+25.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +2.0% |
| 7D | +2.5% | -2.2% | +4.7% | +3.9% |
| 30D | +10.2% | -0.8% | +11.0% | +10.7% |
| 3M | +8.1% | +10.0% | -1.9% | +1.7% |
| 6M | +15.9% | -6.3% | +22.2% | +20.4% |
| YTD | +38.2% | -10.7% | +48.9% | +46.5% |
| 1Y | +44.5% | +2.7% | +41.8% | +39.2% |
| 3Y | +5.1% | +19.1% | -14.0% | -10.7% |
| 5Y | +124.3% | +105.4% | +18.9% | +27.4% |
| All | +124.3% | +99.3% | +25.0% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling