+227.7%
XLE vs DVN
+124.0%
+103.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.2% |
| 7D | +0.3% | -0.1% | +0.4% | +0.4% |
| 30D | +8.5% | +8.0% | +0.5% | +3.9% |
| 3M | +14.6% | +11.9% | +2.7% | +7.2% |
| 6M | +17.6% | +10.6% | +6.9% | +10.3% |
| YTD | +48.1% | +35.4% | +12.7% | +23.8% |
| 1Y | +53.8% | +46.5% | +7.3% | +22.3% |
| 3Y | +56.2% | +3.0% | +53.3% | +47.6% |
| 5Y | +227.7% | +120.5% | +107.2% | +104.0% |
| All | +227.7% | +124.0% | +103.7% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling