+74.2%
XLF vs DVN
+4.6%
+69.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | -1.5% | +4.5% | -6.0% | -2.1% |
| 30D | -1.2% | +12.0% | -13.1% | -2.8% |
| 3M | +9.2% | +13.4% | -4.2% | +7.0% |
| 6M | +16.3% | +12.1% | +4.2% | +13.4% |
| YTD | +5.4% | +38.8% | -33.4% | -2.0% |
| 1Y | +7.6% | +46.0% | -38.4% | -1.5% |
| 3Y | +74.2% | +9.5% | +64.7% | +63.6% |
| All | +74.2% | +4.6% | +69.6% | +63.6% |
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