+268.0%
DVN vs EXEL
+264.7%
+3.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | +12.6% | +6.7% | +6.0% | +11.7% |
| 3M | +8.1% | +11.5% | -3.3% | +6.4% |
| 6M | +10.2% | +38.8% | -28.6% | +5.2% |
| YTD | +33.8% | +31.6% | +2.2% | +28.3% |
| 1Y | +43.9% | +53.0% | -9.1% | +35.0% |
| 3Y | +1.7% | +160.8% | -159.1% | -12.0% |
| 5Y | +119.6% | +190.1% | -70.5% | +85.5% |
| 10Y | +53.7% | +367.0% | -313.2% | +19.1% |
| All | +268.0% | +264.7% | +3.3% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXEL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling