+67.3%
DVN vs XHB
+215.4%
-148.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.6% |
| 7D | +4.5% | -4.6% | +9.2% | +7.6% |
| 30D | +12.0% | -9.1% | +21.1% | +18.6% |
| 3M | +13.4% | -8.6% | +22.0% | +17.8% |
| 6M | +12.1% | -4.0% | +16.1% | +9.6% |
| YTD | +38.8% | -3.9% | +42.8% | +34.8% |
| 1Y | +46.0% | -16.5% | +62.5% | +56.2% |
| 3Y | +9.5% | +22.6% | -13.1% | -17.3% |
| 5Y | +125.3% | +33.9% | +91.3% | +51.2% |
| All | +67.3% | +215.4% | -148.1% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling