+119.6%
DVN vs EXPD
+60.9%
+58.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | +12.6% | +4.1% | +8.6% | +10.8% |
| 3M | +8.1% | +13.8% | -5.7% | +2.5% |
| 6M | +10.2% | +27.3% | -17.1% | -0.5% |
| YTD | +33.8% | +25.4% | +8.3% | +20.5% |
| 1Y | +43.9% | +54.4% | -10.5% | +17.3% |
| 3Y | +1.7% | +67.9% | -66.1% | -21.8% |
| 5Y | +119.6% | +59.2% | +60.4% | +68.3% |
| All | +119.6% | +60.9% | +58.7% | +68.3% |
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