+220.1%
DVN vs SITM
+4,789.7%
-4,569.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.4% |
| 7D | +4.5% | +3.9% | +0.7% | +3.9% |
| 30D | +12.0% | -6.6% | +18.6% | +12.7% |
| 3M | +13.4% | -11.9% | +25.3% | +13.5% |
| 6M | +12.1% | +81.1% | -69.0% | -3.1% |
| YTD | +38.8% | +80.0% | -41.2% | +18.9% |
| 1Y | +46.0% | +145.8% | -99.8% | +16.1% |
| 3Y | +9.5% | +475.9% | -466.4% | -31.8% |
| 5Y | +125.3% | +189.2% | -64.0% | +43.6% |
| All | +220.1% | +4,789.7% | -4,569.6% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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