+71.4%
DVN vs XLC
+145.0%
-73.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.4% |
| 7D | +4.5% | +0.5% | +4.0% | +4.1% |
| 30D | +12.0% | +2.1% | +9.9% | +9.7% |
| 3M | +13.4% | +0.7% | +12.7% | +11.6% |
| 6M | +12.1% | -3.2% | +15.3% | +13.0% |
| YTD | +38.8% | -3.8% | +42.6% | +40.3% |
| 1Y | +46.0% | -2.0% | +48.1% | +44.7% |
| 3Y | +9.5% | +71.4% | -61.9% | -36.8% |
| 5Y | +125.3% | +40.7% | +84.6% | +60.7% |
| All | +71.4% | +145.0% | -73.6% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling