+845.5%
DVN vs SPG
+5,319.3%
-4,473.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.2% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +12.6% | -4.9% | +17.6% | +15.1% |
| 3M | +8.1% | +3.3% | +4.8% | +6.1% |
| 6M | +10.2% | +11.2% | -1.1% | +3.8% |
| YTD | +33.8% | +17.1% | +16.7% | +23.1% |
| 1Y | +43.9% | +21.6% | +22.3% | +30.1% |
| 3Y | +1.7% | +111.9% | -110.1% | -28.8% |
| 5Y | +119.6% | +106.9% | +12.7% | +53.9% |
| 10Y | +53.7% | +62.2% | -8.5% | +9.9% |
| All | +845.5% | +5,319.3% | -4,473.8% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling