+64.9%
DVN vs XLRE
+109.5%
-44.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.2% |
| 7D | +4.5% | -1.2% | +5.7% | +5.4% |
| 30D | +12.0% | -2.4% | +14.4% | +13.9% |
| 3M | +13.4% | -2.5% | +15.9% | +15.1% |
| 6M | +12.1% | +4.0% | +8.1% | +7.2% |
| YTD | +38.8% | +9.3% | +29.5% | +27.4% |
| 1Y | +46.0% | +5.6% | +40.4% | +37.7% |
| 3Y | +9.5% | +31.3% | -21.8% | -14.8% |
| 5Y | +125.3% | +9.5% | +115.7% | +100.6% |
| 10Y | +66.6% | +89.0% | -22.4% | +0.5% |
| All | +64.9% | +109.5% | -44.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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