+22.1%
DVN vs XHB
+163.2%
-141.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.0% |
| 7D | -0.1% | -1.9% | +1.8% | +0.9% |
| 30D | +8.0% | -8.3% | +16.3% | +12.8% |
| 3M | +11.9% | -7.1% | +19.1% | +14.4% |
| 6M | +10.6% | -5.3% | +15.9% | +9.8% |
| YTD | +35.4% | -3.2% | +38.6% | +32.3% |
| 1Y | +46.5% | -13.9% | +60.3% | +52.1% |
| 3Y | +3.0% | +24.9% | -22.0% | -15.7% |
| 5Y | +120.5% | +34.5% | +86.0% | +68.4% |
| 10Y | +62.5% | +215.5% | -153.0% | -19.7% |
| All | +22.1% | +163.2% | -141.2% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling