+119.7%
DVN vs SFM
+216.1%
-96.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.5% |
| 7D | -0.1% | -7.2% | +7.1% | +0.4% |
| 30D | +8.0% | -14.3% | +22.3% | +9.2% |
| 3M | +11.9% | -13.7% | +25.7% | +12.9% |
| 6M | +10.6% | -6.0% | +16.6% | +10.5% |
| YTD | +35.4% | -8.2% | +43.6% | +35.4% |
| 1Y | +46.5% | -46.2% | +92.7% | +53.7% |
| 3Y | +3.0% | +83.6% | -80.6% | -3.7% |
| All | +119.7% | +216.1% | -96.4% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling