+1,060.4%
DVN vs SM
+1,670.2%
-609.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.9% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | +12.6% | +31.5% | -18.9% | -0.4% |
| 3M | +8.1% | +17.3% | -9.2% | +0.2% |
| 6M | +10.2% | +48.5% | -38.4% | -8.7% |
| YTD | +33.8% | +106.3% | -72.5% | -4.6% |
| 1Y | +43.9% | +47.3% | -3.4% | +18.4% |
| 3Y | +1.7% | -1.4% | +3.2% | -2.3% |
| 5Y | +119.6% | +114.0% | +5.6% | +48.7% |
| 10Y | +53.7% | +12.5% | +41.2% | -22.1% |
| All | +1,060.4% | +1,670.2% | -609.8% | +182.2% |
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 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