+119.5%
DVN vs S
-56.9%
+176.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.0% |
| 7D | +2.5% | +0.1% | +2.5% | +2.5% |
| 30D | +10.2% | -11.8% | +22.0% | +11.1% |
| 3M | +8.1% | +33.9% | -25.8% | +4.9% |
| 6M | +15.9% | +40.1% | -24.2% | +11.6% |
| YTD | +38.2% | +32.1% | +6.2% | +33.6% |
| 1Y | +44.5% | +11.0% | +33.4% | +41.6% |
| 3Y | +5.1% | +16.9% | -11.8% | +0.2% |
| 5Y | +124.3% | -68.9% | +193.2% | +125.1% |
| All | +119.5% | -56.9% | +176.4% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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