+19,880.0%
ETN vs DVN
+1,211.3%
+18,668.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.0% |
| 7D | +3.0% | +2.5% | +0.5% | +2.4% |
| 30D | -10.9% | +10.2% | -21.1% | -13.1% |
| 3M | +9.2% | +8.1% | +1.1% | +6.5% |
| 6M | +13.9% | +15.9% | -2.0% | +8.3% |
| YTD | +29.5% | +38.2% | -8.7% | +17.7% |
| 1Y | +14.2% | +44.5% | -30.3% | +2.2% |
| 3Y | +79.9% | +5.1% | +74.7% | +70.9% |
| 5Y | +175.7% | +124.3% | +51.4% | +105.3% |
| 10Y | +693.2% | +65.9% | +627.3% | +437.2% |
| All | +19,880.0% | +1,211.3% | +18,668.7% | +12,140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling