+48.4%
DVN vs XOP
+87.1%
-38.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.6% |
| 7D | -0.1% | +1.0% | -1.1% | -1.0% |
| 30D | +8.0% | +10.8% | -2.9% | -2.5% |
| 3M | +11.9% | +19.5% | -7.5% | -6.0% |
| 6M | +10.6% | +21.6% | -11.0% | -8.6% |
| YTD | +35.4% | +55.8% | -20.5% | -12.5% |
| 1Y | +46.5% | +54.6% | -8.2% | -4.5% |
| 3Y | +3.0% | +36.6% | -33.7% | -22.8% |
| 5Y | +120.5% | +160.6% | -40.1% | -9.8% |
| 10Y | +62.5% | +56.2% | +6.2% | +17.4% |
| All | +48.4% | +87.1% | -38.6% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling