+1,093.3%
XLI vs DVN
+480.7%
+612.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -6.9% | +8.0% | -14.9% | -8.7% |
| 3M | -1.9% | +11.9% | -13.9% | -5.0% |
| 6M | +1.0% | +10.6% | -9.6% | -2.6% |
| YTD | +11.3% | +35.4% | -24.0% | +2.0% |
| 1Y | +15.8% | +46.5% | -30.7% | +3.7% |
| 3Y | +69.8% | +3.0% | +66.9% | +62.0% |
| 5Y | +80.9% | +120.5% | -39.6% | +36.8% |
| 10Y | +257.2% | +62.5% | +194.8% | +145.8% |
| All | +1,093.3% | +480.7% | +612.6% | +566.1% |
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