+81.8%
XLI vs DVN
+120.4%
-38.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | -1.7% | +4.5% | -6.2% | -2.4% |
| 30D | -7.3% | +12.0% | -19.2% | -9.0% |
| 3M | -1.3% | +13.4% | -14.7% | -3.7% |
| 6M | +2.2% | +12.1% | -9.9% | -0.8% |
| YTD | +11.7% | +38.8% | -27.1% | +3.7% |
| 1Y | +14.3% | +46.0% | -31.8% | +4.6% |
| 3Y | +70.3% | +9.5% | +60.8% | +61.4% |
| All | +81.8% | +120.4% | -38.6% | +49.7% |
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