+1,024.7%
XLE vs DVN
+469.8%
+554.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | 0.0% |
| 7D | +2.2% | +1.5% | +0.7% | +1.4% |
| 30D | +11.8% | +14.2% | -2.4% | +3.8% |
| 3M | +9.8% | +5.2% | +4.6% | +6.4% |
| 6M | +15.6% | +11.9% | +3.7% | +7.9% |
| YTD | +45.3% | +32.8% | +12.4% | +23.0% |
| 1Y | +48.3% | +38.6% | +9.7% | +22.0% |
| 3Y | +55.4% | +0.5% | +54.9% | +48.5% |
| 5Y | +216.1% | +111.0% | +105.1% | +90.9% |
| 10Y | +178.4% | +56.1% | +122.3% | +54.7% |
| All | +1,024.7% | +469.8% | +554.9% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling