+9.0%
DVN vs SFM
+80.7%
-71.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.4% | +2.2% |
| 7D | +2.5% | -8.8% | +11.3% | +3.1% |
| 30D | +10.2% | -14.5% | +24.6% | +11.2% |
| 3M | +8.1% | -16.8% | +24.9% | +9.3% |
| 6M | +15.9% | -5.3% | +21.2% | +15.5% |
| YTD | +38.2% | -9.4% | +47.6% | +38.3% |
| 1Y | +44.5% | -46.2% | +90.6% | +52.4% |
| All | +9.0% | +80.7% | -71.6% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling