+67.3%
DVN vs SFM
+271.4%
-204.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +4.5% | -10.6% | +15.1% | +5.9% |
| 30D | +12.0% | -15.5% | +27.4% | +14.1% |
| 3M | +13.4% | -17.4% | +30.8% | +15.7% |
| 6M | +12.1% | -3.4% | +15.5% | +11.5% |
| YTD | +38.8% | -8.7% | +47.5% | +38.9% |
| 1Y | +46.0% | -47.2% | +93.2% | +56.8% |
| 3Y | +9.5% | +82.7% | -73.2% | -3.9% |
| 5Y | +125.3% | +214.3% | -89.0% | +75.8% |
| All | +67.3% | +271.4% | -204.2% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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