+137.2%
DVN vs EXR
+2,662.2%
-2,525.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | +1.5% | -2.6% | +4.1% | +2.4% |
| 30D | +14.2% | -7.2% | +21.4% | +17.0% |
| 3M | +5.2% | -3.5% | +8.7% | +6.2% |
| 6M | +11.9% | -5.3% | +17.2% | +12.8% |
| YTD | +32.8% | +9.4% | +23.5% | +27.2% |
| 1Y | +38.6% | +1.3% | +37.3% | +36.0% |
| 3Y | +0.5% | +22.4% | -21.9% | -9.6% |
| 5Y | +111.0% | -12.2% | +123.3% | +109.4% |
| 10Y | +56.1% | +148.6% | -92.4% | +1.4% |
| All | +137.2% | +2,662.2% | -2,525.1% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling