+19.9%
DVN vs SSNC
+1,021.3%
-1,001.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.9% |
| 7D | -0.1% | -3.9% | +3.8% | +1.8% |
| 30D | +8.0% | -0.2% | +8.2% | +7.8% |
| 3M | +11.9% | +15.9% | -4.0% | +2.6% |
| 6M | +10.6% | +7.5% | +3.2% | +4.5% |
| YTD | +35.4% | -8.2% | +43.6% | +37.6% |
| 1Y | +46.5% | -9.3% | +55.8% | +49.2% |
| 3Y | +3.0% | +48.5% | -45.5% | -20.3% |
| 5Y | +120.5% | +16.0% | +104.5% | +91.1% |
| 10Y | +62.5% | +169.2% | -106.7% | -3.6% |
| All | +19.9% | +1,021.3% | -1,001.4% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling