+928.5%
DVN vs SPY
+3,074.3%
-2,145.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.3% |
| 7D | -1.3% | +0.5% | -1.9% | -1.9% |
| 30D | +12.6% | -0.9% | +13.6% | +13.5% |
| 3M | +8.1% | +3.9% | +4.2% | +3.1% |
| 6M | +10.2% | +14.5% | -4.4% | -5.8% |
| YTD | +33.8% | +12.9% | +20.8% | +15.8% |
| 1Y | +43.9% | +19.4% | +24.5% | +17.4% |
| 3Y | +1.7% | +78.5% | -76.7% | -44.7% |
| 5Y | +119.6% | +81.8% | +37.9% | +17.7% |
| 10Y | +53.7% | +311.5% | -257.8% | -57.5% |
| All | +928.5% | +3,074.3% | -2,145.7% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling