+102.4%
XLP vs DVN
+68.5%
+33.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -2.5% | +2.5% | -5.1% | -2.7% |
| 30D | -1.9% | +10.2% | -12.1% | -2.7% |
| 3M | -2.1% | +8.1% | -10.2% | -2.8% |
| 6M | -1.8% | +15.9% | -17.7% | -3.3% |
| YTD | +8.3% | +38.2% | -29.9% | +5.1% |
| 1Y | +6.8% | +44.5% | -37.7% | +3.2% |
| 3Y | +25.7% | +5.1% | +20.6% | +23.4% |
| 5Y | +31.9% | +124.3% | -92.4% | +19.4% |
| All | +102.4% | +68.5% | +33.9% | +67.3% |
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