+37.6%
DVN vs EXR
-2.2%
+39.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.5% | +3.0% |
| 7D | +7.8% | -1.2% | +9.0% | +8.2% |
| 30D | -7.9% | +18.3% | -26.2% | -12.4% |
| 3M | +3.7% | +9.1% | -5.3% | +0.9% |
| 6M | +0.2% | +11.7% | -11.6% | -3.6% |
| YTD | +28.6% | +25.7% | +2.9% | +18.1% |
| 1Y | +34.6% | +24.9% | +9.7% | +23.9% |
| 3Y | +11.8% | +51.4% | -39.6% | -6.2% |
| 5Y | +37.6% | -1.9% | +39.5% | +27.7% |
| All | +37.6% | -2.2% | +39.7% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling