+90.0%
DVN vs SEI
+644.4%
-554.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -1.4% |
| 7D | +4.5% | +22.6% | -18.1% | -3.6% |
| 30D | +12.0% | +9.1% | +2.9% | +7.0% |
| 3M | +13.4% | -11.3% | +24.7% | +13.2% |
| 6M | +12.1% | +22.0% | -9.9% | -4.4% |
| YTD | +38.8% | +47.3% | -8.5% | +6.0% |
| 1Y | +46.0% | +124.8% | -78.7% | -11.6% |
| 3Y | +9.5% | +591.3% | -581.8% | -73.1% |
| 5Y | +125.3% | +1,008.2% | -883.0% | -63.5% |
| All | +90.0% | +644.4% | -554.4% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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