+19.4%
ETN vs DVN
+47.2%
-27.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.5% | +4.0% |
| 7D | +3.5% | +4.5% | -1.0% | +4.1% |
| 30D | -7.5% | +12.0% | -19.5% | -6.4% |
| 3M | +8.3% | +13.4% | -5.1% | +10.2% |
| 6M | +20.2% | +12.1% | +8.1% | +21.0% |
| YTD | +34.7% | +38.8% | -4.2% | +35.2% |
| 1Y | +19.4% | +46.0% | -26.6% | +19.9% |
| All | +19.4% | +47.2% | -27.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 1y: compounded portfolio wealth divided by compounded DVN 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…
1y analysis · Full analysis span regression · 6 months rolling