+66.6%
DVN vs EXR
+149.6%
-83.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | +2.5% | -3.2% | +5.7% | +3.4% |
| 30D | +10.2% | -6.9% | +17.1% | +12.1% |
| 3M | +8.1% | -7.8% | +15.9% | +10.1% |
| 6M | +15.9% | -4.9% | +20.8% | +16.5% |
| YTD | +38.2% | +7.2% | +31.1% | +34.2% |
| 1Y | +44.5% | -1.5% | +46.0% | +43.4% |
| 3Y | +5.1% | +22.3% | -17.1% | -3.0% |
| 5Y | +124.3% | -10.9% | +135.3% | +123.6% |
| All | +66.6% | +149.6% | -83.1% | +40.4% |
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