-1.6%
XLY vs DVN
+35.3%
-36.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -4.4% |
| 7D | +1.2% | -16.2% | +17.4% | -2.2% |
| 30D | +5.3% | -10.7% | +16.0% | +3.0% |
| 3M | -0.6% | +2.5% | -3.2% | +0.1% |
| 6M | +0.1% | -14.8% | +14.8% | -1.9% |
| YTD | -0.9% | +19.3% | -20.1% | -1.3% |
| 1Y | -1.6% | +36.0% | -37.6% | -4.0% |
| All | -1.6% | +35.3% | -36.9% | -4.0% |
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 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