+48.4%
DVN vs XME
+244.0%
-195.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.7% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +8.0% | +1.4% | +6.6% | +6.3% |
| 3M | +11.9% | +2.7% | +9.2% | +6.8% |
| 6M | +10.6% | +6.5% | +4.1% | -0.4% |
| YTD | +35.4% | +15.2% | +20.2% | +12.8% |
| 1Y | +46.5% | +43.5% | +3.0% | +1.0% |
| 3Y | +3.0% | +135.9% | -132.9% | -52.7% |
| 5Y | +120.5% | +181.5% | -60.9% | -11.6% |
| 10Y | +62.5% | +436.9% | -374.4% | -56.8% |
| All | +48.4% | +244.0% | -195.5% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling