+610.7%
DVN vs SAP
+2,233.8%
-1,623.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +1.5% | -2.9% | +4.4% | +2.2% |
| 30D | +14.2% | +9.0% | +5.2% | +11.7% |
| 3M | +5.2% | +14.9% | -9.7% | +0.9% |
| 6M | +11.9% | +11.9% | 0.0% | +7.3% |
| YTD | +32.8% | -9.9% | +42.7% | +33.3% |
| 1Y | +38.6% | -19.5% | +58.1% | +42.9% |
| 3Y | +0.5% | +61.8% | -61.3% | -14.6% |
| 5Y | +111.0% | +56.2% | +54.9% | +78.2% |
| 10Y | +56.1% | +180.6% | -124.5% | +15.5% |
| All | +610.7% | +2,233.8% | -1,623.1% | +270.1% |
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