+45.6%
DVN vs XRT
+514.3%
-468.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.2% |
| 7D | +1.5% | +0.8% | +0.7% | +0.9% |
| 30D | +14.2% | -4.2% | +18.4% | +17.3% |
| 3M | +5.2% | +5.1% | +0.2% | +0.5% |
| 6M | +11.9% | +2.4% | +9.5% | +7.4% |
| YTD | +32.8% | +3.2% | +29.6% | +26.5% |
| 1Y | +38.6% | +1.5% | +37.1% | +32.9% |
| 3Y | +0.5% | +40.6% | -40.0% | -25.5% |
| 5Y | +111.0% | -1.0% | +112.0% | +93.0% |
| 10Y | +56.1% | +128.4% | -72.3% | -25.4% |
| All | +45.6% | +514.3% | -468.7% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling