+67.3%
DVN vs SIRI
-10.2%
+77.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +4.5% | +0.6% | +4.0% | +4.3% |
| 30D | +12.0% | +2.5% | +9.5% | +11.0% |
| 3M | +13.4% | +6.6% | +6.8% | +10.4% |
| 6M | +12.1% | +32.9% | -20.8% | +1.0% |
| YTD | +38.8% | +50.5% | -11.6% | +19.7% |
| 1Y | +46.0% | +28.0% | +18.1% | +31.9% |
| 3Y | +9.5% | -22.4% | +31.9% | +7.9% |
| 5Y | +125.3% | -41.3% | +166.5% | +123.8% |
| All | +67.3% | -10.2% | +77.5% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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