+49.9%
XLE vs DVN
+39.9%
+10.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -7.3% | +2.6% | -0.7% |
| 7D | -7.2% | -13.9% | +6.7% | +0.6% |
| 30D | +0.1% | -8.0% | +8.2% | +4.7% |
| 3M | +9.2% | +0.8% | +8.4% | +8.4% |
| 6M | +8.4% | -12.8% | +21.1% | +15.5% |
| YTD | +44.9% | +22.7% | +22.2% | +30.9% |
| 1Y | +49.9% | +39.0% | +10.9% | +25.8% |
| All | +49.9% | +39.9% | +10.0% | +25.8% |
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