+124.3%
DVN vs SM
+108.0%
+16.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.8% |
| 7D | +2.5% | +2.1% | +0.4% | +1.2% |
| 30D | +10.2% | +18.1% | -8.0% | -0.6% |
| 3M | +8.1% | +17.0% | -8.9% | -2.9% |
| 6M | +15.9% | +55.4% | -39.5% | -13.8% |
| YTD | +38.2% | +108.6% | -70.3% | -15.3% |
| 1Y | +44.5% | +45.7% | -1.2% | +9.7% |
| 3Y | +5.1% | -0.3% | +5.5% | -4.9% |
| 5Y | +124.3% | +113.0% | +11.3% | +20.2% |
| All | +124.3% | +108.0% | +16.3% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling