+105.7%
DVN vs S
-51.7%
+157.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +10.4% | +2.0% | +8.4% | +10.1% |
| 30D | -6.7% | -2.7% | -4.0% | -6.6% |
| 3M | +5.6% | -6.9% | +12.5% | +5.8% |
| 6M | +0.7% | +38.1% | -37.4% | -2.8% |
| YTD | +29.6% | +48.0% | -18.4% | +23.7% |
| 1Y | +36.3% | +34.5% | +1.9% | +31.2% |
| 3Y | +13.2% | +38.3% | -25.2% | +6.2% |
| 5Y | +38.6% | -70.9% | +109.5% | +35.4% |
| All | +105.7% | -51.7% | +157.5% | +104.5% |
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