+5.5%
DVN vs XE
-50.4%
+55.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.7% | +6.2% | -0.2% |
| 7D | +4.5% | -15.7% | +20.2% | +2.7% |
| 30D | +12.0% | -26.6% | +38.6% | +8.4% |
| 3M | +13.4% | -20.3% | +33.7% | +11.7% |
| All | +5.5% | -50.4% | +55.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 5y: compounded portfolio wealth divided by compounded XE 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…
5y analysis · Full analysis span regression · Available span rolling