+58.6%
DVN vs SNAP
-77.2%
+135.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.1% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | +14.2% | +2.6% | +11.6% | +13.6% |
| 3M | +5.2% | -9.9% | +15.1% | +5.7% |
| 6M | +11.9% | +1.9% | +10.0% | +10.0% |
| YTD | +32.8% | -32.2% | +65.0% | +36.5% |
| 1Y | +38.6% | -22.8% | +61.4% | +39.7% |
| 3Y | +0.5% | -47.6% | +48.1% | +1.4% |
| 5Y | +111.0% | -92.7% | +203.8% | +147.1% |
| All | +58.6% | -77.2% | +135.8% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling