+119.7%
DVN vs XLB
+34.4%
+85.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +2.1% |
| 7D | -0.1% | -2.9% | +2.8% | +2.6% |
| 30D | +8.0% | -3.4% | +11.3% | +11.1% |
| 3M | +11.9% | +1.6% | +10.3% | +8.7% |
| 6M | +10.6% | +3.6% | +7.0% | +3.7% |
| YTD | +35.4% | +14.2% | +21.1% | +14.0% |
| 1Y | +46.5% | +15.6% | +30.9% | +21.4% |
| 3Y | +3.0% | +33.1% | -30.1% | -27.4% |
| All | +119.7% | +34.4% | +85.2% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling