+36.7%
DVN vs SNAP
-90.3%
+127.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +10.4% | +6.0% | +4.3% | +9.9% |
| 30D | -6.7% | -13.8% | +7.1% | -5.8% |
| 3M | +5.6% | -0.8% | +6.4% | +5.2% |
| 6M | +0.7% | -6.2% | +6.9% | +0.3% |
| YTD | +29.6% | -34.8% | +64.4% | +32.8% |
| 1Y | +36.3% | -38.7% | +75.0% | +40.5% |
| 3Y | +13.2% | -53.5% | +66.6% | +15.1% |
| All | +36.7% | -90.3% | +127.0% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling