+593.3%
DVN vs SAP
+2,448.5%
-1,855.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +10.4% | +0.6% | +9.7% | +10.2% |
| 30D | -6.7% | +6.5% | -13.2% | -8.3% |
| 3M | +5.6% | +12.2% | -6.6% | +2.3% |
| 6M | +0.7% | +46.1% | -45.4% | -9.3% |
| YTD | +29.6% | -1.6% | +31.2% | +26.9% |
| 1Y | +36.3% | -5.1% | +41.4% | +34.7% |
| 3Y | +13.2% | +68.4% | -55.2% | -4.9% |
| 5Y | +38.6% | +79.4% | -40.8% | +12.8% |
| 10Y | +60.9% | +230.5% | -169.6% | +14.3% |
| All | +593.3% | +2,448.5% | -1,855.2% | +252.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling