+1,047.3%
XLE vs DVN
+455.8%
+591.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +5.4% | +10.4% | -4.9% | -0.2% |
| 30D | -3.9% | -6.7% | +2.7% | -0.4% |
| 3M | +7.0% | +5.6% | +1.4% | +3.5% |
| 6M | +14.2% | +0.7% | +13.5% | +12.9% |
| YTD | +48.2% | +29.6% | +18.6% | +26.8% |
| 1Y | +47.7% | +36.3% | +11.4% | +22.7% |
| 3Y | +70.0% | +13.2% | +56.9% | +52.2% |
| 5Y | +169.1% | +38.6% | +130.5% | +105.2% |
| 10Y | +180.7% | +60.9% | +119.9% | +54.0% |
| All | +1,047.3% | +455.8% | +591.5% | +238.4% |
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