+1,024.0%
DVN vs SM
+1,434.4%
-410.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +10.4% | +9.4% | +1.0% | +6.0% |
| 30D | -6.7% | -14.4% | +7.7% | -0.4% |
| 3M | +5.6% | +1.6% | +4.1% | +4.3% |
| 6M | +0.7% | +6.3% | -5.7% | -3.2% |
| YTD | +29.6% | +78.8% | -49.2% | -2.0% |
| 1Y | +36.3% | +83.1% | -46.8% | +2.0% |
| 3Y | +13.2% | -5.9% | +19.1% | +10.5% |
| 5Y | +38.6% | +4.8% | +33.8% | +27.2% |
| 10Y | +60.9% | +17.5% | +43.4% | -19.4% |
| All | +1,024.0% | +1,434.4% | -410.4% | +189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling