+131.4%
DVN vs EXR
+3,081.1%
-2,949.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.1% |
| 3M | +5.6% | +7.3% | -1.7% | +2.7% |
| 6M | +0.7% | +13.8% | -13.2% | -4.5% |
| YTD | +29.6% | +25.9% | +3.6% | +17.8% |
| 1Y | +36.3% | +25.8% | +10.5% | +24.0% |
| 3Y | +13.2% | +53.7% | -40.6% | -5.9% |
| 5Y | +38.6% | -1.8% | +40.4% | +32.3% |
| 10Y | +60.9% | +214.5% | -153.7% | -3.9% |
| All | +131.4% | +3,081.1% | -2,949.7% | -47.0% |
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