+59.7%
XOM vs DVN
+4.2%
+55.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.5% |
| 7D | +1.9% | +2.5% | -0.7% | +0.6% |
| 30D | +4.1% | +10.2% | -6.1% | -1.0% |
| 3M | +10.4% | +8.1% | +2.3% | +5.8% |
| 6M | +13.0% | +15.9% | -2.9% | +4.5% |
| YTD | +40.1% | +38.2% | +1.8% | +18.6% |
| 1Y | +51.1% | +44.5% | +6.6% | +24.7% |
| All | +59.7% | +4.2% | +55.6% | +51.4% |
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 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