+32.9%
XLK vs DVN
+13.8%
+19.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -0.9% |
| 7D | -0.4% | +2.5% | -2.9% | +0.2% |
| 30D | -0.5% | +10.2% | -10.6% | +1.8% |
| 3M | +5.0% | +8.1% | -3.1% | +7.6% |
| 6M | +32.9% | +15.9% | +17.0% | +41.2% |
| All | +32.9% | +13.8% | +19.0% | +41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling