+176.9%
XLE vs DVN
+68.5%
+108.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.7% |
| 7D | +0.5% | +2.5% | -2.0% | -0.8% |
| 30D | +6.6% | +10.2% | -3.6% | +1.3% |
| 3M | +12.3% | +8.1% | +4.2% | +7.6% |
| 6M | +18.4% | +15.9% | +2.5% | +9.0% |
| YTD | +47.2% | +38.2% | +9.0% | +23.4% |
| 1Y | +50.3% | +44.5% | +5.8% | +22.6% |
| 3Y | +55.3% | +5.1% | +50.2% | +45.7% |
| 5Y | +226.0% | +124.3% | +101.6% | +101.2% |
| All | +176.9% | +68.5% | +108.4% | +47.9% |
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 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