+119.7%
DVN vs SE
-67.1%
+186.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.6% |
| 7D | -0.1% | -3.6% | +3.5% | +0.2% |
| 30D | +8.0% | -5.3% | +13.3% | +8.3% |
| 3M | +11.9% | +28.1% | -16.2% | +8.4% |
| 6M | +10.6% | +20.7% | -10.0% | +7.4% |
| YTD | +35.4% | -14.8% | +50.2% | +36.3% |
| 1Y | +46.5% | -43.6% | +90.0% | +54.9% |
| 3Y | +3.0% | +184.2% | -181.3% | -12.4% |
| All | +119.7% | -67.1% | +186.8% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling