+215.2%
XLY vs DVN
+69.2%
+146.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.7% | +4.5% | -6.2% | -2.4% |
| 30D | -4.2% | +12.0% | -16.2% | -6.1% |
| 3M | -2.7% | +13.4% | -16.1% | -5.1% |
| 6M | -0.6% | +12.1% | -12.7% | -3.5% |
| YTD | -5.0% | +38.8% | -43.8% | -11.5% |
| 1Y | -4.1% | +46.0% | -50.1% | -11.8% |
| 3Y | +33.6% | +9.5% | +24.1% | +27.3% |
| 5Y | +28.7% | +125.3% | -96.5% | +5.2% |
| All | +215.2% | +69.2% | +146.0% | +124.5% |
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 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