+303.5%
EWY vs DVN
+69.2%
+234.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.2% |
| 7D | -0.1% | +4.5% | -4.6% | -0.8% |
| 30D | +7.3% | +12.0% | -4.7% | +5.2% |
| 3M | -5.1% | +13.4% | -18.5% | -7.6% |
| 6M | +42.1% | +12.1% | +29.9% | +37.5% |
| YTD | +94.1% | +38.8% | +55.3% | +80.3% |
| 1Y | +147.8% | +46.0% | +101.8% | +127.3% |
| 3Y | +222.9% | +9.5% | +213.4% | +206.7% |
| 5Y | +150.6% | +125.3% | +25.4% | +101.8% |
| All | +303.5% | +69.2% | +234.3% | +190.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling