+54.9%
XLE vs DVN
+1.4%
+53.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | 0.0% | -1.3% | +1.3% | +0.7% |
| 30D | +12.6% | +12.6% | 0.0% | +5.4% |
| 3M | +11.8% | +8.1% | +3.7% | +6.7% |
| 6M | +16.1% | +10.2% | +5.9% | +9.3% |
| YTD | +46.9% | +33.8% | +13.1% | +23.8% |
| 1Y | +53.3% | +43.9% | +9.4% | +23.4% |
| 3Y | +54.9% | +1.7% | +53.2% | +50.1% |
| All | +54.9% | +1.4% | +53.5% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling