+0.2%
XLU vs DVN
+35.3%
-35.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.7% |
| 7D | +0.4% | -16.2% | +16.6% | +0.2% |
| 30D | +5.2% | -10.7% | +15.9% | +5.1% |
| 3M | -0.1% | +2.5% | -2.6% | -0.4% |
| 6M | -5.3% | -14.8% | +9.4% | -5.2% |
| YTD | +3.5% | +19.3% | -15.7% | +1.7% |
| 1Y | +0.2% | +36.0% | -35.7% | -3.5% |
| All | +0.2% | +35.3% | -35.1% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling