+233.3%
DVN vs XPO
+9,839.2%
-9,605.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.7% |
| 7D | -0.1% | -0.9% | +0.8% | 0.0% |
| 30D | +8.0% | -8.1% | +16.1% | +9.4% |
| 3M | +11.9% | -19.0% | +31.0% | +15.6% |
| 6M | +10.6% | -5.2% | +15.8% | +10.5% |
| YTD | +35.4% | +35.6% | -0.2% | +26.3% |
| 1Y | +46.5% | +41.1% | +5.4% | +35.1% |
| 3Y | +3.0% | +157.9% | -155.0% | -16.6% |
| 5Y | +120.5% | +265.6% | -145.1% | +62.9% |
| 10Y | +62.5% | +1,516.8% | -1,454.4% | -1.6% |
| All | +233.3% | +9,839.2% | -9,605.8% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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