+4.7%
DVN vs SMR
-14.3%
+19.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.7% | +16.1% | +1.1% |
| 7D | +4.5% | -11.2% | +15.8% | +4.9% |
| 30D | +12.0% | -10.2% | +22.2% | +12.3% |
| 3M | +13.4% | -10.0% | +23.4% | +13.2% |
| 6M | +12.1% | -30.5% | +42.6% | +12.6% |
| YTD | +38.8% | -39.2% | +78.1% | +39.6% |
| 1Y | +46.0% | -75.5% | +121.6% | +53.7% |
| 3Y | +9.5% | +45.4% | -35.9% | -14.5% |
| All | +4.7% | -14.3% | +19.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling