+67.3%
DVN vs SCCO
+1,104.1%
-1,036.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.6% |
| 7D | +4.5% | -2.7% | +7.2% | +5.5% |
| 30D | +12.0% | -0.7% | +12.7% | +11.3% |
| 3M | +13.4% | +8.1% | +5.3% | +6.1% |
| 6M | +12.1% | +4.1% | +8.0% | +1.9% |
| YTD | +38.8% | +41.1% | -2.3% | +0.9% |
| 1Y | +46.0% | +95.6% | -49.5% | -15.4% |
| 3Y | +9.5% | +179.3% | -169.8% | -54.7% |
| 5Y | +125.3% | +308.3% | -183.0% | -33.5% |
| All | +67.3% | +1,104.1% | -1,036.8% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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