+66.6%
DVN vs SPG
+64.3%
+2.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | +2.5% | -2.2% | +4.7% | +3.9% |
| 30D | +10.2% | -5.8% | +15.9% | +14.2% |
| 3M | +8.1% | -2.8% | +10.9% | +9.4% |
| 6M | +15.9% | +8.9% | +7.0% | +7.9% |
| YTD | +38.2% | +14.3% | +24.0% | +24.5% |
| 1Y | +44.5% | +19.5% | +25.0% | +26.2% |
| 3Y | +5.1% | +106.9% | -101.7% | -36.8% |
| 5Y | +124.3% | +108.7% | +15.6% | +30.8% |
| All | +66.6% | +64.3% | +2.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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