+9.6%
DVN vs PSX
+1,167.1%
-1,157.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.7% |
| 7D | -0.1% | +1.8% | -1.9% | -1.6% |
| 30D | +8.0% | +21.6% | -13.7% | -9.0% |
| 3M | +11.9% | +46.5% | -34.5% | -19.9% |
| 6M | +10.6% | +62.0% | -51.4% | -27.7% |
| YTD | +35.4% | +106.3% | -71.0% | -28.7% |
| 1Y | +46.5% | +103.0% | -56.5% | -22.1% |
| 3Y | +3.0% | +135.5% | -132.6% | -53.4% |
| 5Y | +120.5% | +368.5% | -248.0% | -45.4% |
| 10Y | +62.5% | +386.6% | -324.1% | -57.3% |
| All | +9.6% | +1,167.1% | -1,157.5% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling