+631.5%
XLU vs DVN
+495.5%
+135.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.6% | +4.5% | -6.1% | -2.2% |
| 30D | -3.3% | +12.0% | -15.3% | -4.9% |
| 3M | -3.2% | +13.4% | -16.6% | -5.0% |
| 6M | -7.0% | +12.1% | -19.1% | -8.9% |
| YTD | +0.6% | +38.8% | -38.2% | -4.5% |
| 1Y | +2.4% | +46.0% | -43.6% | -3.7% |
| 3Y | +46.3% | +9.5% | +36.8% | +41.1% |
| 5Y | +44.0% | +125.3% | -81.3% | +21.2% |
| 10Y | +140.1% | +66.6% | +73.5% | +87.5% |
| All | +631.5% | +495.5% | +135.9% | +349.4% |
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