+1,455.3%
XLK vs DVN
+493.0%
+962.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.8% |
| 7D | -0.4% | +2.5% | -2.9% | -0.9% |
| 30D | -0.5% | +10.2% | -10.6% | -2.4% |
| 3M | +5.0% | +8.1% | -3.1% | +2.9% |
| 6M | +32.9% | +15.9% | +17.0% | +27.6% |
| YTD | +29.0% | +38.2% | -9.3% | +19.1% |
| 1Y | +37.8% | +44.5% | -6.6% | +25.8% |
| 3Y | +118.7% | +5.1% | +113.5% | +109.2% |
| 5Y | +145.6% | +124.3% | +21.2% | +94.0% |
| 10Y | +791.5% | +65.9% | +725.6% | +544.8% |
| All | +1,455.3% | +493.0% | +962.3% | +847.4% |
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