+9.5%
DVN vs SSNC
+49.3%
-39.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | +4.5% | -4.0% | +8.6% | +5.6% |
| 30D | +12.0% | +0.5% | +11.4% | +11.6% |
| 3M | +13.4% | +18.9% | -5.5% | +7.7% |
| 6M | +12.1% | +10.8% | +1.3% | +8.6% |
| YTD | +38.8% | -7.1% | +46.0% | +44.6% |
| 1Y | +46.0% | -9.6% | +55.6% | +54.3% |
| 3Y | +9.5% | +51.1% | -41.6% | -4.4% |
| All | +9.5% | +49.3% | -39.8% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling