+354.6%
DVN vs SRE
+1,544.3%
-1,189.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -0.1% | +1.5% | -1.6% | -0.9% |
| 30D | +8.0% | +0.8% | +7.2% | +7.2% |
| 3M | +11.9% | -5.8% | +17.7% | +15.3% |
| 6M | +10.6% | -7.8% | +18.4% | +14.8% |
| YTD | +35.4% | -2.4% | +37.7% | +35.8% |
| 1Y | +46.5% | +8.9% | +37.6% | +38.1% |
| 3Y | +3.0% | +31.1% | -28.1% | -14.8% |
| 5Y | +120.5% | +48.6% | +71.9% | +70.3% |
| 10Y | +62.5% | +126.1% | -63.7% | -2.0% |
| All | +354.6% | +1,544.3% | -1,189.7% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling