+184.4%
DVN vs SGI
+2,032.3%
-1,847.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.7% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +8.0% | +5.5% | +2.4% | +6.3% |
| 3M | +11.9% | -3.6% | +15.5% | +11.7% |
| 6M | +10.6% | -15.0% | +25.7% | +12.2% |
| YTD | +35.4% | -23.0% | +58.4% | +40.4% |
| 1Y | +46.5% | -18.4% | +64.9% | +48.9% |
| 3Y | +3.0% | +57.8% | -54.8% | -13.8% |
| 5Y | +120.5% | +51.5% | +69.1% | +79.7% |
| 10Y | +62.5% | +275.2% | -212.7% | -4.5% |
| All | +184.4% | +2,032.3% | -1,847.9% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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