+6.8%
DVN vs SPG
+106.5%
-99.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.2% |
| 7D | -0.1% | -1.7% | +1.6% | +0.5% |
| 30D | +8.0% | -6.3% | +14.2% | +10.8% |
| 3M | +11.9% | -2.4% | +14.4% | +12.4% |
| 6M | +10.6% | +9.6% | +1.0% | +4.2% |
| YTD | +35.4% | +14.2% | +21.2% | +24.3% |
| 1Y | +46.5% | +19.3% | +27.2% | +31.0% |
| All | +6.8% | +106.5% | -99.7% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling