+218.8%
DVN vs SITM
+4,532.8%
-4,314.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.8% |
| 7D | +2.5% | +4.8% | -2.3% | +1.7% |
| 30D | +10.2% | -9.7% | +19.9% | +11.5% |
| 3M | +8.1% | -9.3% | +17.4% | +7.5% |
| 6M | +15.9% | +69.5% | -53.6% | +1.2% |
| YTD | +38.2% | +70.5% | -32.3% | +19.4% |
| 1Y | +44.5% | +145.3% | -100.8% | +14.7% |
| 3Y | +5.1% | +432.8% | -427.6% | -33.7% |
| 5Y | +124.3% | +174.0% | -49.7% | +44.2% |
| All | +218.8% | +4,532.8% | -4,314.1% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling