+12.3%
DVN vs S
+42.2%
-29.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.3% | +9.1% | +3.3% |
| 7D | +7.8% | +4.1% | +3.8% | +7.4% |
| 30D | -7.9% | -7.2% | -0.8% | -7.5% |
| 3M | +3.7% | 0.0% | +3.8% | +3.3% |
| 6M | +0.2% | +41.6% | -41.4% | -3.2% |
| YTD | +28.6% | +48.6% | -20.0% | +23.2% |
| 1Y | +34.6% | +30.0% | +4.6% | +30.7% |
| All | +12.3% | +42.2% | -29.9% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling