+1,223.7%
DVN vs SU
+61,690.9%
-60,467.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.1% |
| 7D | +2.5% | +1.7% | +0.9% | +2.5% |
| 30D | +10.2% | +9.6% | +0.5% | +10.2% |
| 3M | +8.1% | +11.7% | -3.6% | +8.1% |
| 6M | +15.9% | +21.9% | -6.0% | +15.8% |
| YTD | +38.2% | +58.6% | -20.4% | +38.1% |
| 1Y | +44.5% | +66.5% | -22.0% | +44.3% |
| 3Y | +5.1% | +121.4% | -116.3% | +5.0% |
| 5Y | +124.3% | +355.7% | -231.4% | +123.8% |
| 10Y | +65.9% | +264.2% | -198.3% | +65.6% |
| All | +1,223.7% | +61,690.9% | -60,467.2% | +1,242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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