+176.5%
XLE vs DVN
+60.4%
+116.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | 0.0% |
| 7D | +4.4% | +7.8% | -3.4% | +0.3% |
| 30D | -4.3% | -7.9% | +3.7% | -0.2% |
| 3M | +6.0% | +3.7% | +2.3% | +3.7% |
| 6M | +13.2% | +0.2% | +13.0% | +12.3% |
| YTD | +46.7% | +28.6% | +18.1% | +27.3% |
| 1Y | +46.6% | +34.6% | +12.0% | +24.0% |
| 3Y | +69.6% | +11.8% | +57.8% | +54.1% |
| 5Y | +166.5% | +37.6% | +129.0% | +110.1% |
| All | +176.5% | +60.4% | +116.1% | +51.9% |
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