+2.1%
DVN vs SMR
+7.6%
-5.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.4% |
| 7D | -0.1% | +13.1% | -13.2% | -0.7% |
| 30D | +8.0% | +17.8% | -9.8% | +7.0% |
| 3M | +11.9% | +8.1% | +3.8% | +10.9% |
| 6M | +10.6% | -11.1% | +21.7% | +9.9% |
| YTD | +35.4% | -23.7% | +59.1% | +34.9% |
| 1Y | +46.5% | -69.4% | +115.9% | +52.7% |
| 3Y | +3.0% | +82.6% | -79.6% | -20.4% |
| All | +2.1% | +7.6% | -5.4% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling