+9.0%
DVN vs XOP
+36.1%
-27.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +1.9% |
| 7D | +2.5% | +1.6% | +0.9% | +0.7% |
| 30D | +10.2% | +9.6% | +0.6% | -0.2% |
| 3M | +8.1% | +16.9% | -8.8% | -8.8% |
| 6M | +15.9% | +24.0% | -8.2% | -8.3% |
| YTD | +38.2% | +56.2% | -18.0% | -15.4% |
| 1Y | +44.5% | +51.8% | -7.3% | -8.8% |
| All | +9.0% | +36.1% | -27.1% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling