+66.6%
DVN vs SO
+160.7%
-94.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | +2.5% | -1.1% | +3.7% | +2.9% |
| 30D | +10.2% | -3.7% | +13.9% | +11.4% |
| 3M | +8.1% | -5.9% | +14.0% | +10.0% |
| 6M | +15.9% | -7.3% | +23.2% | +18.3% |
| YTD | +38.2% | +3.1% | +35.1% | +36.7% |
| 1Y | +44.5% | -1.0% | +45.5% | +44.3% |
| 3Y | +5.1% | +43.2% | -38.1% | -7.8% |
| 5Y | +124.3% | +59.1% | +65.2% | +89.0% |
| All | +66.6% | +160.7% | -94.1% | +49.6% |
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