+57.3%
DVN vs SO
+197.2%
-139.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.4% |
| 7D | +10.4% | +1.4% | +9.0% | +9.9% |
| 30D | -6.7% | +4.7% | -11.4% | -8.0% |
| 3M | +5.6% | +1.7% | +3.9% | +4.9% |
| 6M | +0.7% | +2.2% | -1.5% | -0.2% |
| YTD | +29.6% | +10.0% | +19.6% | +25.5% |
| 1Y | +36.3% | +6.0% | +30.3% | +33.4% |
| 3Y | +13.2% | +54.1% | -41.0% | -3.1% |
| 5Y | +38.6% | +79.6% | -41.0% | +12.1% |
| All | +57.3% | +197.2% | -139.9% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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