+573.9%
DVN vs SCCO
+33,197.0%
-32,623.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.2% | +9.3% | +5.0% |
| 7D | +2.5% | -2.7% | +5.2% | +3.4% |
| 30D | +10.2% | -0.2% | +10.4% | +9.4% |
| 3M | +8.1% | +17.8% | -9.7% | -1.3% |
| 6M | +15.9% | +2.3% | +13.6% | +8.5% |
| YTD | +38.2% | +41.6% | -3.4% | +10.0% |
| 1Y | +44.5% | +101.9% | -57.4% | -2.8% |
| 3Y | +5.1% | +186.2% | -181.0% | -41.8% |
| 5Y | +124.3% | +309.7% | -185.4% | +4.8% |
| 10Y | +65.9% | +1,094.2% | -1,028.3% | -48.4% |
| All | +573.9% | +33,197.0% | -32,623.1% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling