+3.7%
DVN vs SCHG
+1,132.2%
-1,128.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.4% |
| 7D | +4.5% | -1.0% | +5.6% | +5.5% |
| 30D | +12.0% | -1.3% | +13.2% | +13.1% |
| 3M | +13.4% | +5.4% | +8.0% | +6.6% |
| 6M | +12.1% | +14.4% | -2.3% | -4.4% |
| YTD | +38.8% | +8.0% | +30.8% | +24.6% |
| 1Y | +46.0% | +12.7% | +33.3% | +24.6% |
| 3Y | +9.5% | +85.6% | -76.1% | -46.5% |
| 5Y | +125.3% | +85.5% | +39.7% | +4.4% |
| 10Y | +66.6% | +456.0% | -389.4% | -80.5% |
| All | +3.7% | +1,132.2% | -1,128.5% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling