+120.5%
DVN vs S
-71.9%
+192.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.1% | -1.2% | +1.1% | 0.0% |
| 30D | +8.0% | -12.6% | +20.5% | +9.0% |
| 3M | +11.9% | +27.6% | -15.6% | +9.0% |
| 6M | +10.6% | +35.5% | -24.8% | +6.8% |
| YTD | +35.4% | +29.6% | +5.8% | +30.9% |
| 1Y | +46.5% | +8.1% | +38.3% | +43.8% |
| 3Y | +3.0% | +14.8% | -11.8% | -1.9% |
| 5Y | +120.5% | -70.6% | +191.1% | +123.6% |
| All | +120.5% | -71.9% | +192.4% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling