+124.3%
DVN vs SBAC
-45.4%
+169.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +5.0% | +2.5% |
| 7D | +2.5% | -5.3% | +7.8% | +3.3% |
| 30D | +10.2% | +0.4% | +9.8% | +10.0% |
| 3M | +8.1% | -11.9% | +20.0% | +10.0% |
| 6M | +15.9% | -4.5% | +20.4% | +15.9% |
| YTD | +38.2% | -4.3% | +42.6% | +38.0% |
| 1Y | +44.5% | -3.9% | +48.4% | +44.0% |
| 3Y | +5.1% | -11.0% | +16.1% | +4.2% |
| 5Y | +124.3% | -44.1% | +168.4% | +149.2% |
| All | +124.3% | -45.4% | +169.7% | +149.2% |
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