+36.7%
DVN vs SBAC
-39.6%
+76.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +10.4% | +0.6% | +9.7% | +10.2% |
| 30D | -6.7% | +5.5% | -12.2% | -7.5% |
| 3M | +5.6% | +3.1% | +2.5% | +4.9% |
| 6M | +0.7% | -7.0% | +7.7% | +1.5% |
| YTD | +29.6% | +0.5% | +29.1% | +28.2% |
| 1Y | +36.3% | +0.2% | +36.1% | +35.0% |
| 3Y | +13.2% | -7.4% | +20.5% | +11.4% |
| All | +36.7% | -39.6% | +76.3% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling