+508.9%
XLP vs DVN
+469.8%
+39.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -1.0% | +1.5% | -2.5% | -1.2% |
| 30D | -0.9% | +14.2% | -15.1% | -2.2% |
| 3M | +3.8% | +5.2% | -1.4% | +3.1% |
| 6M | -1.7% | +11.9% | -13.6% | -3.2% |
| YTD | +10.3% | +32.8% | -22.6% | +6.7% |
| 1Y | +7.8% | +38.6% | -30.8% | +3.7% |
| 3Y | +27.2% | +0.5% | +26.7% | +24.9% |
| 5Y | +32.5% | +111.0% | -78.5% | +17.9% |
| 10Y | +101.8% | +56.1% | +45.7% | +70.3% |
| All | +508.9% | +469.8% | +39.2% | +373.2% |
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