+124.3%
DVN vs EXPE
+90.4%
+34.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.6% | +1.9% |
| 7D | +2.5% | -8.7% | +11.2% | +4.0% |
| 30D | +10.2% | -13.6% | +23.8% | +12.6% |
| 3M | +8.1% | +26.6% | -18.5% | +2.6% |
| 6M | +15.9% | +19.9% | -4.1% | +10.1% |
| YTD | +38.2% | -1.7% | +40.0% | +35.7% |
| 1Y | +44.5% | +29.4% | +15.0% | +31.7% |
| 3Y | +5.1% | +155.7% | -150.5% | -19.8% |
| 5Y | +124.3% | +93.1% | +31.2% | +58.2% |
| All | +124.3% | +90.4% | +34.0% | +58.2% |
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