+6.8%
DVN vs SM
-1.2%
+8.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +8.0% | +20.3% | -12.3% | -3.1% |
| 3M | +11.9% | +22.9% | -11.0% | -1.6% |
| 6M | +10.6% | +47.8% | -37.2% | -13.8% |
| YTD | +35.4% | +107.5% | -72.1% | -14.7% |
| 1Y | +46.5% | +51.7% | -5.3% | +10.5% |
| All | +6.8% | -1.2% | +8.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling