+46.0%
DVN vs PSX
+103.3%
-57.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +4.5% | +1.7% | +2.8% | +3.4% |
| 30D | +12.0% | +15.6% | -3.7% | +1.9% |
| 3M | +13.4% | +46.5% | -33.1% | -12.1% |
| 6M | +12.1% | +55.0% | -42.9% | -15.8% |
| YTD | +38.8% | +105.3% | -66.5% | -11.7% |
| 1Y | +46.0% | +101.6% | -55.6% | -6.9% |
| All | +46.0% | +103.3% | -57.2% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling