+1,812.2%
DVN vs SNPS
+5,402.2%
-3,590.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.3% | -5.5% | +4.2% | -0.4% |
| 30D | +12.6% | -5.8% | +18.4% | +13.4% |
| 3M | +8.1% | -17.2% | +25.3% | +11.1% |
| 6M | +10.2% | -10.4% | +20.5% | +10.9% |
| YTD | +33.8% | -16.5% | +50.3% | +35.8% |
| 1Y | +43.9% | -35.6% | +79.5% | +49.1% |
| 3Y | +1.7% | -14.6% | +16.4% | -1.9% |
| 5Y | +119.6% | +16.5% | +103.1% | +97.3% |
| 10Y | +53.7% | +556.6% | -502.8% | +3.7% |
| All | +1,812.2% | +5,402.2% | -3,590.0% | +904.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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