+64.3%
XLF vs DVN
+120.4%
-56.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | -1.5% | +4.5% | -6.0% | -2.2% |
| 30D | -1.2% | +12.0% | -13.1% | -3.2% |
| 3M | +9.2% | +13.4% | -4.2% | +6.4% |
| 6M | +16.3% | +12.1% | +4.2% | +12.9% |
| YTD | +5.4% | +38.8% | -33.4% | -2.4% |
| 1Y | +7.6% | +46.0% | -38.4% | -1.7% |
| 3Y | +74.2% | +9.5% | +64.7% | +65.3% |
| All | +64.3% | +120.4% | -56.1% | +25.8% |
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