+118.6%
DVN vs XHB
+33.0%
+85.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | +4.5% | -4.6% | +9.2% | +6.1% |
| 30D | +12.0% | -9.1% | +21.1% | +15.4% |
| 3M | +13.4% | -8.6% | +22.0% | +15.8% |
| 6M | +12.1% | -4.0% | +16.1% | +10.7% |
| YTD | +38.8% | -3.9% | +42.8% | +36.6% |
| 1Y | +46.0% | -16.5% | +62.5% | +53.1% |
| 3Y | +9.5% | +22.6% | -13.1% | -7.1% |
| All | +118.6% | +33.0% | +85.6% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling