+562.7%
XLP vs DVN
+436.4%
+126.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.1% | +0.1% |
| 7D | -0.5% | +1.9% | -2.4% | -0.7% |
| 30D | +8.3% | -8.2% | +16.5% | +9.1% |
| 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% | +16.6% |
| 1Y | +21.3% | +31.1% | -9.8% | +17.3% |
| 3Y | +43.8% | +8.7% | +35.1% | +40.0% |
| 5Y | +43.3% | +33.3% | +10.0% | +33.7% |
| 10Y | +136.8% | +55.3% | +81.5% | +99.7% |
| All | +562.7% | +436.4% | +126.4% | +417.1% |
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 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