+67.3%
DVN vs XME
+421.4%
-354.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.2% |
| 7D | +4.5% | -4.2% | +8.7% | +7.9% |
| 30D | +12.0% | -2.7% | +14.7% | +13.4% |
| 3M | +13.4% | -3.9% | +17.3% | +14.0% |
| 6M | +12.1% | -1.0% | +13.1% | +5.1% |
| YTD | +38.8% | +9.8% | +29.0% | +15.8% |
| 1Y | +46.0% | +32.5% | +13.5% | -0.8% |
| 3Y | +9.5% | +124.3% | -114.8% | -57.1% |
| 5Y | +125.3% | +165.8% | -40.5% | -28.6% |
| All | +67.3% | +421.4% | -354.1% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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