+30.5%
DVN vs SFM
+117.5%
-86.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +1.7% |
| 7D | -1.3% | -5.8% | +4.5% | -0.5% |
| 30D | +12.6% | -11.4% | +24.0% | +14.4% |
| 3M | +8.1% | -12.2% | +20.3% | +9.7% |
| 6M | +10.2% | -5.2% | +15.3% | +9.9% |
| YTD | +33.8% | -4.5% | +38.2% | +33.0% |
| 1Y | +43.9% | -45.4% | +89.3% | +55.2% |
| 3Y | +1.7% | +91.1% | -89.3% | -13.0% |
| 5Y | +119.6% | +226.8% | -107.2% | +64.6% |
| 10Y | +53.7% | +291.9% | -238.2% | +4.3% |
| All | +30.5% | +117.5% | -86.9% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling