+56.2%
DVN vs XYZ
+608.9%
-552.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -0.1% | -3.7% | +3.6% | +0.7% |
| 30D | +8.0% | +0.5% | +7.4% | +7.6% |
| 3M | +11.9% | +16.3% | -4.3% | +7.2% |
| 6M | +10.6% | +21.1% | -10.5% | +4.1% |
| YTD | +35.4% | +22.0% | +13.4% | +25.9% |
| 1Y | +46.5% | +5.2% | +41.3% | +40.0% |
| 3Y | +3.0% | +49.6% | -46.6% | -15.0% |
| 5Y | +120.5% | -68.4% | +189.0% | +146.0% |
| 10Y | +62.5% | +604.5% | -542.1% | -32.2% |
| All | +56.2% | +608.9% | -552.8% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling