+34.1%
XLP vs DVN
+113.0%
-78.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | -0.9% | +14.2% | -15.1% | -1.8% |
| 3M | +3.8% | +5.2% | -1.4% | +3.3% |
| 6M | -1.7% | +11.9% | -13.6% | -2.8% |
| YTD | +10.3% | +32.8% | -22.6% | +7.7% |
| 1Y | +7.8% | +38.6% | -30.8% | +4.8% |
| 3Y | +27.2% | +0.5% | +26.7% | +25.2% |
| All | +34.1% | +113.0% | -78.9% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling