+906.3%
XBI vs DVN
+26.5%
+879.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.6% | +4.5% | -9.2% | -5.7% |
| 30D | -2.0% | +12.0% | -14.0% | -4.7% |
| 3M | +17.8% | +13.4% | +4.4% | +13.8% |
| 6M | +23.7% | +12.1% | +11.6% | +18.8% |
| YTD | +28.2% | +38.8% | -10.6% | +16.4% |
| 1Y | +64.0% | +46.0% | +17.9% | +46.4% |
| 3Y | +99.4% | +9.5% | +89.9% | +86.9% |
| 5Y | +19.3% | +125.3% | -105.9% | -11.7% |
| 10Y | +158.7% | +66.6% | +92.1% | +75.1% |
| All | +906.3% | +26.5% | +879.8% | +525.3% |
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