+17.2%
XLI vs DVN
+41.2%
-24.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.3% |
| 7D | -1.1% | +1.5% | -2.6% | -0.9% |
| 30D | -5.9% | +14.2% | -20.1% | -4.7% |
| 3M | -0.3% | +5.2% | -5.5% | +0.7% |
| 6M | +0.1% | +11.9% | -11.7% | -0.4% |
| YTD | +13.6% | +32.8% | -19.2% | +11.4% |
| 1Y | +17.2% | +38.6% | -21.4% | +13.9% |
| All | +17.2% | +41.2% | -24.0% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling