+39.0%
DVN vs EXPE
+48.9%
-9.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +10.5% | -17.9% | -5.9% |
| 7D | -13.9% | +14.6% | -28.6% | -12.1% |
| 30D | -8.0% | +21.4% | -29.5% | -5.5% |
| 3M | +0.8% | +1.4% | -0.6% | +1.7% |
| 6M | -12.8% | +28.6% | -41.4% | -9.1% |
| YTD | +22.7% | +12.1% | +10.6% | +28.2% |
| 1Y | +39.0% | +50.0% | -11.0% | +38.3% |
| All | +39.0% | +48.9% | -9.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling