+44.5%
DVN vs SAP
-22.5%
+67.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.0% |
| 7D | +2.5% | -5.1% | +7.6% | +2.2% |
| 30D | +10.2% | -1.8% | +12.0% | +10.1% |
| 3M | +8.1% | +20.9% | -12.8% | +10.0% |
| 6M | +15.9% | +7.0% | +8.9% | +17.8% |
| YTD | +38.2% | -13.7% | +52.0% | +40.4% |
| 1Y | +44.5% | -19.6% | +64.0% | +51.9% |
| All | +44.5% | -22.5% | +67.0% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling