+67.3%
DVN vs SBAC
+87.1%
-19.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | +4.5% | -2.1% | +6.6% | +4.9% |
| 30D | +12.0% | +2.0% | +10.0% | +11.4% |
| 3M | +13.4% | -8.3% | +21.7% | +15.1% |
| 6M | +12.1% | +0.3% | +11.8% | +10.9% |
| YTD | +38.8% | -2.2% | +41.0% | +37.9% |
| 1Y | +46.0% | -4.6% | +50.7% | +45.7% |
| 3Y | +9.5% | -8.3% | +17.8% | +7.8% |
| 5Y | +125.3% | -42.8% | +168.1% | +147.6% |
| All | +67.3% | +87.1% | -19.9% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling