+65.7%
DVN vs SNAP
-76.3%
+142.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.1% |
| 7D | +4.5% | +3.8% | +0.7% | +4.1% |
| 30D | +12.0% | +9.2% | +2.7% | +10.7% |
| 3M | +13.4% | +6.6% | +6.8% | +11.9% |
| 6M | +12.1% | +16.9% | -4.8% | +8.6% |
| YTD | +38.8% | -29.6% | +68.4% | +42.0% |
| 1Y | +46.0% | -22.1% | +68.1% | +47.2% |
| 3Y | +9.5% | -39.8% | +49.3% | +8.8% |
| 5Y | +125.3% | -92.4% | +217.6% | +162.3% |
| All | +65.7% | -76.3% | +142.1% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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