+97.7%
DVN vs SE
+597.4%
-499.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +12.6% | -0.1% | +12.7% | +12.3% |
| 3M | +8.1% | +34.1% | -26.0% | +2.8% |
| 6M | +10.2% | +23.2% | -13.1% | +5.3% |
| YTD | +33.8% | -11.2% | +44.9% | +33.7% |
| 1Y | +43.9% | -40.5% | +84.4% | +52.5% |
| 3Y | +1.7% | +196.3% | -194.5% | -19.0% |
| 5Y | +119.6% | -67.0% | +186.6% | +134.1% |
| All | +97.7% | +597.4% | -499.7% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling