+45.5%
DVN vs EXPD
+329.8%
-284.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -8.8% | -7.4% | -1.4% | -4.8% |
| 30D | -10.0% | -2.1% | -8.0% | -9.1% |
| 3M | -3.7% | +5.7% | -9.4% | -6.9% |
| 6M | -3.5% | +21.4% | -24.9% | -14.5% |
| YTD | +20.8% | +27.6% | -6.9% | +1.8% |
| 1Y | +31.2% | +36.1% | -4.9% | +6.0% |
| 3Y | +5.0% | +69.9% | -64.9% | -28.9% |
| 5Y | +29.9% | +59.7% | -29.7% | -11.2% |
| 10Y | +45.5% | +323.0% | -277.6% | -45.9% |
| All | +45.5% | +329.8% | -284.4% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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