+67.3%
DVN vs SSNC
+173.6%
-106.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.6% |
| 7D | +4.5% | -4.0% | +8.6% | +6.9% |
| 30D | +12.0% | +0.5% | +11.4% | +11.3% |
| 3M | +13.4% | +18.9% | -5.5% | +0.9% |
| 6M | +12.1% | +10.8% | +1.3% | +3.0% |
| YTD | +38.8% | -7.1% | +46.0% | +40.7% |
| 1Y | +46.0% | -9.6% | +55.6% | +49.9% |
| 3Y | +9.5% | +51.1% | -41.6% | -21.1% |
| 5Y | +125.3% | +19.7% | +105.6% | +84.2% |
| All | +67.3% | +173.6% | -106.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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