+105.2%
DVN vs SE
+553.8%
-448.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.6% |
| 7D | +4.5% | -5.2% | +9.7% | +5.3% |
| 30D | +12.0% | -17.1% | +29.0% | +14.7% |
| 3M | +13.4% | +24.0% | -10.6% | +9.1% |
| 6M | +12.1% | +21.0% | -8.9% | +7.4% |
| YTD | +38.8% | -16.7% | +55.5% | +40.0% |
| 1Y | +46.0% | -45.9% | +92.0% | +57.0% |
| 3Y | +9.5% | +177.8% | -168.3% | -12.1% |
| 5Y | +125.3% | -67.4% | +192.6% | +139.7% |
| All | +105.2% | +553.8% | -448.6% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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