+67.3%
DVN vs SCHG
+459.0%
-391.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.3% |
| 7D | +4.5% | -1.0% | +5.6% | +5.4% |
| 30D | +12.0% | -1.3% | +13.2% | +12.9% |
| 3M | +13.4% | +5.4% | +8.0% | +7.5% |
| 6M | +12.1% | +14.4% | -2.3% | -2.5% |
| YTD | +38.8% | +8.0% | +30.8% | +26.5% |
| 1Y | +46.0% | +12.7% | +33.3% | +27.2% |
| 3Y | +9.5% | +85.6% | -76.1% | -42.1% |
| 5Y | +125.3% | +85.5% | +39.7% | +15.2% |
| All | +67.3% | +459.0% | -391.7% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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