+120.5%
DVN vs EXR
-13.9%
+134.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.9% |
| 7D | -0.1% | -3.1% | +3.0% | +0.8% |
| 30D | +8.0% | -7.5% | +15.5% | +10.3% |
| 3M | +11.9% | -7.5% | +19.4% | +14.2% |
| 6M | +10.6% | -5.2% | +15.8% | +11.4% |
| YTD | +35.4% | +6.5% | +28.9% | +30.8% |
| 1Y | +46.5% | -2.0% | +48.5% | +45.3% |
| 3Y | +3.0% | +21.5% | -18.6% | -6.8% |
| 5Y | +120.5% | -11.5% | +132.0% | +135.5% |
| All | +120.5% | -13.9% | +134.4% | +135.5% |
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