+118.6%
DVN vs XYZ
-68.2%
+186.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +4.5% | -4.3% | +8.8% | +5.2% |
| 30D | +12.0% | +1.2% | +10.8% | +11.6% |
| 3M | +13.4% | +14.6% | -1.2% | +10.4% |
| 6M | +12.1% | +22.6% | -10.5% | +7.3% |
| YTD | +38.8% | +21.7% | +17.1% | +32.1% |
| 1Y | +46.0% | +6.7% | +39.3% | +41.5% |
| 3Y | +9.5% | +46.8% | -37.4% | -4.4% |
| All | +118.6% | -68.2% | +186.8% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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