+257.2%
XOM vs DVN
+120.4%
+136.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.2% |
| 7D | +4.1% | +4.5% | -0.4% | +1.8% |
| 30D | +4.6% | +12.0% | -7.4% | -1.3% |
| 3M | +14.0% | +13.4% | +0.6% | +6.7% |
| 6M | +11.0% | +12.1% | -1.1% | +4.3% |
| YTD | +40.7% | +38.8% | +1.9% | +18.7% |
| 1Y | +52.3% | +46.0% | +6.3% | +24.7% |
| 3Y | +60.5% | +9.5% | +51.0% | +47.9% |
| All | +257.2% | +120.4% | +136.8% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling