+9.0%
DVN vs SMR
+71.3%
-62.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +2.3% |
| 7D | +2.5% | +4.7% | -2.2% | +2.4% |
| 30D | +10.2% | +3.2% | +6.9% | +10.0% |
| 3M | +8.1% | +9.9% | -1.8% | +7.5% |
| 6M | +15.9% | -15.1% | +31.0% | +15.6% |
| YTD | +38.2% | -27.9% | +66.2% | +38.3% |
| 1Y | +44.5% | -70.2% | +114.7% | +48.5% |
| All | +9.0% | +71.3% | -62.3% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling