+1,171.8%
DVN vs SO
+5,976.4%
-4,804.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | +14.2% | -4.6% | +18.8% | +16.0% |
| 3M | +5.2% | -3.0% | +8.3% | +6.3% |
| 6M | +11.9% | -8.3% | +20.1% | +15.0% |
| YTD | +32.8% | +3.5% | +29.3% | +30.8% |
| 1Y | +38.6% | -0.9% | +39.5% | +38.3% |
| 3Y | +0.5% | +45.4% | -44.8% | -13.8% |
| 5Y | +111.0% | +59.6% | +51.4% | +73.4% |
| 10Y | +56.1% | +156.6% | -100.5% | +5.4% |
| All | +1,171.8% | +5,976.4% | -4,804.6% | +330.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling