+9.0%
DVN vs XME
+124.3%
-115.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +3.1% |
| 7D | +2.5% | -3.0% | +5.6% | +3.3% |
| 30D | +10.2% | -2.6% | +12.8% | +10.7% |
| 3M | +8.1% | +2.2% | +6.0% | +6.7% |
| 6M | +15.9% | +0.7% | +15.2% | +13.2% |
| YTD | +38.2% | +10.9% | +27.3% | +26.8% |
| 1Y | +44.5% | +35.7% | +8.8% | +15.6% |
| All | +9.0% | +124.3% | -115.2% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling