+137.2%
XLP vs DVN
+56.0%
+81.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.1% | +0.2% |
| 7D | -0.5% | +1.9% | -2.4% | -0.7% |
| 30D | +8.3% | -8.2% | +16.5% | +8.9% |
| 3M | +8.7% | -0.3% | +9.0% | +8.5% |
| 6M | +11.2% | -2.5% | +13.7% | +11.0% |
| YTD | +20.0% | +25.0% | -5.0% | +17.2% |
| 1Y | +21.3% | +31.1% | -9.8% | +18.0% |
| 3Y | +43.8% | +8.7% | +35.1% | +40.6% |
| 5Y | +43.3% | +33.3% | +10.0% | +35.4% |
| All | +137.2% | +56.0% | +81.2% | +97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling