+9.0%
DVN vs PSX
+132.2%
-123.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.8% |
| 7D | +2.5% | +1.5% | +1.0% | +1.4% |
| 30D | +10.2% | +15.8% | -5.7% | -1.1% |
| 3M | +8.1% | +43.0% | -34.9% | -17.3% |
| 6M | +15.9% | +61.1% | -45.2% | -18.8% |
| YTD | +38.2% | +104.5% | -66.3% | -19.3% |
| 1Y | +44.5% | +102.5% | -58.1% | -15.3% |
| All | +9.0% | +132.2% | -123.2% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling