+1,180.8%
DVN vs SAN
+2,106.1%
-925.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.3% | +3.3% | -4.7% | -2.5% |
| 30D | +12.6% | +1.1% | +11.5% | +12.0% |
| 3M | +8.1% | +22.2% | -14.1% | -0.7% |
| 6M | +10.2% | +36.0% | -25.9% | -4.5% |
| YTD | +33.8% | +28.2% | +5.5% | +17.5% |
| 1Y | +43.9% | +54.1% | -10.2% | +17.4% |
| 3Y | +1.7% | +354.2% | -352.5% | -46.6% |
| 5Y | +119.6% | +387.3% | -267.7% | +8.9% |
| 10Y | +53.7% | +334.8% | -281.1% | -19.6% |
| All | +1,180.8% | +2,106.1% | -925.3% | +475.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 all: compounded portfolio wealth divided by compounded SAN 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…
all analysis · Full analysis span regression · 6 months rolling