+39.0%
DVN vs SRE
-7.5%
+46.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.5% | -6.8% |
| 7D | -13.9% | -2.1% | -11.9% | -13.5% |
| 30D | -8.0% | +6.1% | -14.1% | -8.7% |
| 3M | +0.8% | -3.5% | +4.3% | +1.8% |
| 6M | -12.8% | -10.8% | -2.0% | -9.7% |
| YTD | +22.7% | -4.0% | +26.7% | +23.6% |
| 1Y | +39.0% | -7.7% | +46.7% | +41.5% |
| All | +39.0% | -7.5% | +46.5% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling