+36.7%
DVN vs EXPE
+46.0%
-9.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.9% |
| 7D | +10.4% | -0.5% | +10.8% | +10.4% |
| 30D | -6.7% | -6.1% | -0.6% | -6.4% |
| 3M | +5.6% | -21.3% | +26.9% | +8.6% |
| 6M | +0.7% | +19.0% | -18.3% | -4.4% |
| YTD | +29.6% | -8.4% | +38.0% | +27.7% |
| 1Y | +36.3% | -2.8% | +39.1% | +32.2% |
| 3Y | +13.2% | +120.8% | -107.6% | -11.4% |
| All | +36.7% | +46.0% | -9.3% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling