+120.5%
DVN vs XRT
-2.4%
+122.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.9% |
| 7D | -0.1% | -2.4% | +2.3% | +0.9% |
| 30D | +8.0% | -6.9% | +14.9% | +11.3% |
| 3M | +11.9% | -0.4% | +12.3% | +11.2% |
| 6M | +10.6% | +2.2% | +8.4% | +7.6% |
| YTD | +35.4% | -0.7% | +36.0% | +33.4% |
| 1Y | +46.5% | -2.0% | +48.5% | +45.0% |
| 3Y | +3.0% | +41.0% | -38.1% | -17.2% |
| 5Y | +120.5% | -3.3% | +123.8% | +123.5% |
| All | +120.5% | -2.4% | +122.9% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling