+27.5%
DVN vs XYL
+466.0%
-438.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.2% | -1.0% |
| 7D | -1.3% | +1.8% | -3.1% | -2.4% |
| 30D | +12.6% | -9.2% | +21.8% | +18.9% |
| 3M | +8.1% | -0.3% | +8.4% | +6.7% |
| 6M | +10.2% | -11.0% | +21.1% | +15.2% |
| YTD | +33.8% | -19.2% | +53.0% | +47.2% |
| 1Y | +43.9% | -21.2% | +65.1% | +60.1% |
| 3Y | +1.7% | +18.6% | -16.9% | -16.0% |
| 5Y | +119.6% | -14.3% | +133.9% | +117.6% |
| 10Y | +53.7% | +141.0% | -87.3% | -23.7% |
| All | +27.5% | +466.0% | -438.5% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling