+46.3%
XLU vs DVN
+4.6%
+41.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.6% | +4.5% | -6.1% | -2.0% |
| 30D | -3.3% | +12.0% | -15.3% | -4.4% |
| 3M | -3.2% | +13.4% | -16.6% | -4.5% |
| 6M | -7.0% | +12.1% | -19.1% | -8.4% |
| YTD | +0.6% | +38.8% | -38.2% | -3.7% |
| 1Y | +2.4% | +46.0% | -43.6% | -2.8% |
| 3Y | +46.3% | +9.5% | +36.8% | +42.0% |
| All | +46.3% | +4.6% | +41.7% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling