+65.1%
DVN vs XLC
+142.6%
-77.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.1% |
| 7D | -1.3% | +0.6% | -1.9% | -1.8% |
| 30D | +12.6% | +0.2% | +12.4% | +12.1% |
| 3M | +8.1% | +0.6% | +7.5% | +6.3% |
| 6M | +10.2% | -4.5% | +14.7% | +12.4% |
| YTD | +33.8% | -4.7% | +38.5% | +36.3% |
| 1Y | +43.9% | -1.7% | +45.5% | +41.9% |
| 3Y | +1.7% | +72.3% | -70.5% | -41.7% |
| 5Y | +119.6% | +37.8% | +81.9% | +60.3% |
| All | +65.1% | +142.6% | -77.5% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XLC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling