+411.2%
XLF vs DVN
+493.0%
-81.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.9% |
| 7D | -2.9% | +2.5% | -5.4% | -3.6% |
| 30D | -1.6% | +10.2% | -11.8% | -4.3% |
| 3M | +9.3% | +8.1% | +1.2% | +6.3% |
| 6M | +14.6% | +15.9% | -1.3% | +8.5% |
| YTD | +4.7% | +38.2% | -33.5% | -6.0% |
| 1Y | +8.6% | +44.5% | -35.8% | -4.1% |
| 3Y | +73.9% | +5.1% | +68.7% | +63.3% |
| 5Y | +65.0% | +124.3% | -59.3% | +17.3% |
| 10Y | +250.4% | +65.9% | +184.5% | +123.8% |
| All | +411.2% | +493.0% | -81.8% | +188.1% |
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