+67.3%
DVN vs XYL
+150.5%
-83.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +4.5% | +1.2% | +3.3% | +3.7% |
| 30D | +12.0% | -11.9% | +23.9% | +20.3% |
| 3M | +13.4% | -1.5% | +14.9% | +13.0% |
| 6M | +12.1% | -11.9% | +24.0% | +17.9% |
| YTD | +38.8% | -20.6% | +59.4% | +54.3% |
| 1Y | +46.0% | -23.5% | +69.5% | +65.7% |
| 3Y | +9.5% | +14.9% | -5.4% | -8.9% |
| 5Y | +125.3% | -15.3% | +140.6% | +126.5% |
| All | +67.3% | +150.5% | -83.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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