+13.2%
DVN vs XLB
+43.9%
-30.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +10.4% | +0.5% | +9.8% | +10.0% |
| 30D | -6.7% | +5.2% | -11.8% | -9.9% |
| 3M | +5.6% | +0.3% | +5.3% | +4.9% |
| 6M | +0.7% | +1.2% | -0.5% | -1.5% |
| YTD | +29.6% | +16.6% | +12.9% | +9.0% |
| 1Y | +36.3% | +21.4% | +14.9% | +9.8% |
| 3Y | +13.2% | +43.2% | -30.1% | -22.5% |
| All | +13.2% | +43.9% | -30.7% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling