+67.3%
DVN vs XOP
+58.6%
+8.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +4.5% | +2.6% | +1.9% | +1.6% |
| 30D | +12.0% | +9.6% | +2.4% | +1.4% |
| 3M | +13.4% | +20.4% | -7.0% | -7.4% |
| 6M | +12.1% | +19.9% | -7.8% | -8.0% |
| YTD | +38.8% | +56.4% | -17.6% | -14.9% |
| 1Y | +46.0% | +52.4% | -6.4% | -8.0% |
| 3Y | +9.5% | +39.9% | -30.4% | -23.4% |
| 5Y | +125.3% | +163.7% | -38.5% | -20.9% |
| All | +67.3% | +58.6% | +8.6% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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