+67.3%
DVN vs XRT
+128.2%
-60.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.6% |
| 7D | +4.5% | -3.2% | +7.7% | +6.9% |
| 30D | +12.0% | -4.5% | +16.5% | +15.3% |
| 3M | +13.4% | -3.1% | +16.5% | +14.7% |
| 6M | +12.1% | +4.2% | +7.9% | +5.8% |
| YTD | +38.8% | -0.1% | +38.9% | +34.9% |
| 1Y | +46.0% | -3.0% | +49.1% | +44.5% |
| 3Y | +9.5% | +41.8% | -32.3% | -21.8% |
| 5Y | +125.3% | -1.3% | +126.5% | +106.7% |
| All | +67.3% | +128.2% | -60.9% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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