+469.8%
DVN vs XLB
+822.6%
-352.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.2% |
| 7D | +1.5% | -1.4% | +2.9% | +2.7% |
| 30D | +14.2% | -0.4% | +14.6% | +14.4% |
| 3M | +5.2% | +2.0% | +3.3% | +1.9% |
| 6M | +11.9% | +1.8% | +10.0% | +7.0% |
| YTD | +32.8% | +16.6% | +16.2% | +11.7% |
| 1Y | +38.6% | +16.9% | +21.6% | +15.9% |
| 3Y | +0.5% | +32.6% | -32.0% | -25.0% |
| 5Y | +111.0% | +35.6% | +75.4% | +56.3% |
| 10Y | +56.1% | +160.0% | -103.9% | -26.8% |
| All | +469.8% | +822.6% | -352.8% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling