-0.6%
DVN vs SOUN
-25.7%
+25.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.2% |
| 7D | -0.1% | -4.4% | +4.3% | 0.0% |
| 30D | +8.0% | -13.1% | +21.1% | +8.4% |
| 3M | +11.9% | -7.7% | +19.6% | +12.0% |
| 6M | +10.6% | -21.2% | +31.8% | +10.9% |
| YTD | +35.4% | -35.0% | +70.4% | +36.3% |
| 1Y | +46.5% | -56.4% | +102.8% | +49.1% |
| 3Y | +3.0% | +181.7% | -178.8% | -4.1% |
| All | -0.6% | -25.7% | +25.0% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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