+67.3%
DVN vs EXPE
+169.0%
-101.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +4.5% | -5.8% | +10.3% | +6.5% |
| 30D | +12.0% | -13.6% | +25.6% | +17.0% |
| 3M | +13.4% | +25.2% | -11.8% | +2.9% |
| 6M | +12.1% | +22.3% | -10.2% | +0.8% |
| YTD | +38.8% | -0.3% | +39.1% | +31.9% |
| 1Y | +46.0% | +27.8% | +18.2% | +23.9% |
| 3Y | +9.5% | +162.4% | -152.9% | -35.1% |
| 5Y | +125.3% | +95.8% | +29.4% | +35.0% |
| All | +67.3% | +169.0% | -101.7% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling