+120.5%
DVN vs SAP
+55.3%
+65.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 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% | +9.4% |
| 6M | +10.6% | +6.3% | +4.3% | +9.7% |
| YTD | +35.4% | -12.4% | +47.8% | +38.6% |
| 1Y | +46.5% | -21.6% | +68.1% | +53.8% |
| 3Y | +3.0% | +54.8% | -51.8% | -10.3% |
| 5Y | +120.5% | +56.2% | +64.4% | +92.6% |
| All | +120.5% | +55.3% | +65.3% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling