+39.0%
DVN vs XLB
+29.8%
+9.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.5% | -9.8% | -6.7% |
| 7D | -13.9% | +3.9% | -17.9% | -13.1% |
| 30D | -8.0% | +8.9% | -16.9% | -6.4% |
| 3M | +0.8% | +4.1% | -3.3% | +1.8% |
| 6M | -12.8% | +7.3% | -20.1% | -11.5% |
| YTD | +22.7% | +20.4% | +2.3% | +15.6% |
| 1Y | +39.0% | +29.5% | +9.5% | +24.4% |
| All | +39.0% | +29.8% | +9.2% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling