+118.6%
DVN vs SRE
+45.6%
+73.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | +4.5% | -0.8% | +5.3% | +4.9% |
| 30D | +12.0% | -3.0% | +15.0% | +13.4% |
| 3M | +13.4% | -8.3% | +21.7% | +18.4% |
| 6M | +12.1% | -8.9% | +21.0% | +17.0% |
| YTD | +38.8% | -4.3% | +43.1% | +40.5% |
| 1Y | +46.0% | +2.7% | +43.3% | +41.6% |
| 3Y | +9.5% | +28.7% | -19.2% | -13.7% |
| All | +118.6% | +45.6% | +73.1% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling