+699.6%
DVN vs SIRI
-17.7%
+717.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +2.0% |
| 7D | +2.5% | -3.0% | +5.5% | +2.7% |
| 30D | +10.2% | +1.3% | +8.9% | +10.1% |
| 3M | +8.1% | +5.6% | +2.5% | +7.6% |
| 6M | +15.9% | +35.2% | -19.3% | +13.4% |
| YTD | +38.2% | +49.1% | -10.8% | +34.3% |
| 1Y | +44.5% | +26.8% | +17.7% | +41.7% |
| 3Y | +5.1% | -23.7% | +28.8% | +5.3% |
| 5Y | +124.3% | -41.8% | +166.1% | +126.3% |
| 10Y | +65.9% | -11.3% | +77.2% | +64.9% |
| All | +699.6% | -17.7% | +717.3% | +573.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling