+118.6%
DVN vs XYL
-16.2%
+134.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +4.5% | +1.2% | +3.3% | +4.1% |
| 30D | +12.0% | -11.9% | +23.9% | +16.2% |
| 3M | +13.4% | -1.5% | +14.9% | +13.1% |
| 6M | +12.1% | -11.9% | +24.0% | +15.4% |
| YTD | +38.8% | -20.6% | +59.4% | +47.6% |
| 1Y | +46.0% | -23.5% | +69.5% | +57.3% |
| 3Y | +9.5% | +14.9% | -5.4% | -1.3% |
| All | +118.6% | -16.2% | +134.9% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling