+169.4%
XLV vs DVN
+69.2%
+100.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -3.6% | +4.5% | -8.1% | -4.0% |
| 30D | -1.8% | +12.0% | -13.8% | -3.0% |
| 3M | +7.8% | +13.4% | -5.6% | +6.2% |
| 6M | +9.1% | +12.1% | -3.0% | +7.3% |
| YTD | +7.7% | +38.8% | -31.1% | +3.3% |
| 1Y | +20.4% | +46.0% | -25.6% | +14.6% |
| 3Y | +30.8% | +9.5% | +21.3% | +27.0% |
| 5Y | +34.6% | +125.3% | -90.6% | +17.5% |
| All | +169.4% | +69.2% | +100.2% | +114.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling