+1,223.7%
DVN vs XEL
+1,926.0%
-702.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | +2.5% | -1.2% | +3.7% | +2.9% |
| 30D | +10.2% | -2.9% | +13.1% | +11.0% |
| 3M | +8.1% | -2.7% | +10.8% | +8.8% |
| 6M | +15.9% | -6.5% | +22.4% | +17.6% |
| YTD | +38.2% | +3.6% | +34.6% | +36.2% |
| 1Y | +44.5% | +7.5% | +37.0% | +40.6% |
| 3Y | +5.1% | +46.3% | -41.2% | -7.3% |
| 5Y | +124.3% | +30.5% | +93.8% | +102.5% |
| 10Y | +65.9% | +151.4% | -85.5% | +20.0% |
| All | +1,223.7% | +1,926.0% | -702.3% | +458.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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