+67.3%
DVN vs PSX
+386.4%
-319.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | +4.5% | +1.7% | +2.8% | +2.8% |
| 30D | +12.0% | +15.6% | -3.7% | -2.4% |
| 3M | +13.4% | +46.5% | -33.1% | -21.4% |
| 6M | +12.1% | +55.0% | -42.9% | -26.6% |
| YTD | +38.8% | +105.3% | -66.5% | -30.9% |
| 1Y | +46.0% | +101.6% | -55.6% | -26.5% |
| 3Y | +9.5% | +134.1% | -124.6% | -54.4% |
| 5Y | +125.3% | +368.7% | -243.4% | -53.7% |
| All | +67.3% | +386.4% | -319.2% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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