+1.4%
SLB vs DVN
+2.0%
-0.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.8% |
| 7D | -1.9% | -0.1% | -1.8% | -1.8% |
| 30D | +7.8% | +8.0% | -0.2% | +3.0% |
| 3M | +2.7% | +11.9% | -9.3% | -4.6% |
| 6M | +22.2% | +10.6% | +11.5% | +12.3% |
| YTD | +51.1% | +35.4% | +15.7% | +21.1% |
| 1Y | +63.3% | +46.5% | +16.9% | +23.5% |
| All | +1.4% | +2.0% | -0.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling