+67.3%
DVN vs SPY
+322.5%
-255.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.7% |
| 7D | +4.5% | -0.8% | +5.3% | +5.5% |
| 30D | +12.0% | -1.1% | +13.0% | +13.3% |
| 3M | +13.4% | +3.9% | +9.5% | +6.8% |
| 6M | +12.1% | +13.6% | -1.5% | -8.0% |
| YTD | +38.8% | +12.7% | +26.1% | +14.7% |
| 1Y | +46.0% | +17.5% | +28.5% | +13.3% |
| 3Y | +9.5% | +76.9% | -67.4% | -53.1% |
| 5Y | +125.3% | +83.6% | +41.7% | -9.8% |
| All | +67.3% | +322.5% | -255.2% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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