+339.4%
DVN vs SBAC
+2,208.1%
-1,868.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | +14.2% | +6.9% | +7.3% | +13.3% |
| 3M | +5.2% | -8.2% | +13.5% | +6.2% |
| 6M | +11.9% | -1.6% | +13.5% | +11.5% |
| YTD | +32.8% | -0.1% | +32.9% | +32.1% |
| 1Y | +38.6% | -0.5% | +39.0% | +37.8% |
| 3Y | +0.5% | -9.1% | +9.6% | +0.2% |
| 5Y | +111.0% | -43.8% | +154.8% | +120.7% |
| 10Y | +56.1% | +80.5% | -24.4% | +42.7% |
| All | +339.4% | +2,208.1% | -1,868.8% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling