-5.9%
SLB vs DVN
+68.5%
-74.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -3.1% |
| 7D | -2.4% | +2.5% | -5.0% | -4.0% |
| 30D | +4.9% | +10.2% | -5.3% | -1.4% |
| 3M | +1.4% | +8.1% | -6.7% | -4.0% |
| 6M | +17.6% | +15.9% | +1.8% | +5.0% |
| YTD | +48.3% | +38.2% | +10.1% | +17.9% |
| 1Y | +58.7% | +44.5% | +14.2% | +22.2% |
| 3Y | +0.6% | +5.1% | -4.6% | -7.6% |
| 5Y | +133.6% | +124.3% | +9.3% | +29.1% |
| All | -5.9% | +68.5% | -74.4% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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