+45.6%
DVN vs EXPE
+723.5%
-678.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.1% |
| 7D | +10.4% | -0.5% | +10.8% | +10.5% |
| 30D | -6.7% | -6.1% | -0.6% | -6.1% |
| 3M | +5.6% | -21.3% | +26.9% | +11.2% |
| 6M | +0.7% | +19.0% | -18.3% | -7.7% |
| YTD | +29.6% | -8.4% | +38.0% | +25.3% |
| 1Y | +36.3% | -2.8% | +39.1% | +28.9% |
| 3Y | +13.2% | +120.8% | -107.6% | -21.1% |
| 5Y | +38.6% | +46.2% | -7.6% | +3.0% |
| 10Y | +60.9% | +123.8% | -62.9% | -2.8% |
| All | +45.6% | +723.5% | -678.0% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling