+57.3%
DVN vs EXR
+216.3%
-159.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +10.4% | -0.4% | +10.8% | +10.5% |
| 30D | -6.7% | +18.2% | -24.9% | -10.8% |
| 3M | +5.6% | +7.3% | -1.7% | +3.5% |
| 6M | +0.7% | +13.8% | -13.2% | -3.2% |
| YTD | +29.6% | +25.9% | +3.6% | +20.3% |
| 1Y | +36.3% | +25.8% | +10.5% | +26.6% |
| 3Y | +13.2% | +53.7% | -40.6% | -2.0% |
| 5Y | +38.6% | -1.8% | +40.4% | +34.2% |
| All | +57.3% | +216.3% | -159.0% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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