+22.1%
DVN vs EXPD
+61.0%
-38.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.6% |
| 7D | -12.8% | -5.5% | -7.3% | -10.9% |
| 30D | -12.1% | -1.9% | -10.3% | -11.5% |
| 3M | -0.7% | +6.1% | -6.8% | -3.0% |
| 6M | -5.8% | +21.6% | -27.4% | -13.1% |
| YTD | +17.9% | +27.9% | -9.9% | +5.3% |
| 1Y | +29.0% | +39.4% | -10.4% | +10.6% |
| 3Y | +6.0% | +72.7% | -66.7% | -19.8% |
| 5Y | +22.1% | +60.3% | -38.2% | -11.2% |
| All | +22.1% | +61.0% | -38.9% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling