+139.5%
SLB vs DVN
+121.3%
+18.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.2% |
| 7D | +0.4% | -1.3% | +1.8% | +1.3% |
| 30D | +13.6% | +12.6% | +1.0% | +5.4% |
| 3M | +1.5% | +8.1% | -6.6% | -4.1% |
| 6M | +23.0% | +10.2% | +12.9% | +13.0% |
| YTD | +51.2% | +33.8% | +17.5% | +21.8% |
| 1Y | +63.5% | +43.9% | +19.6% | +24.8% |
| 3Y | +2.5% | +1.7% | +0.8% | -4.2% |
| All | +139.5% | +121.3% | +18.2% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling