+6.8%
DVN vs SAP
+56.3%
-49.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | +8.0% | +0.3% | +7.7% | +7.9% |
| 3M | +11.9% | +16.9% | -5.0% | +11.4% |
| 6M | +10.6% | +6.3% | +4.3% | +11.1% |
| YTD | +35.4% | -12.4% | +47.8% | +38.5% |
| 1Y | +46.5% | -21.6% | +68.1% | +52.6% |
| All | +6.8% | +56.3% | -49.5% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling