+73.6%
SLB vs DVN
+33.7%
+39.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | -0.1% |
| 7D | -1.2% | +1.9% | -3.0% | -2.3% |
| 30D | +4.5% | -8.2% | +12.7% | +9.7% |
| 3M | -4.6% | -0.3% | -4.2% | -5.2% |
| 6M | -6.3% | -2.5% | -3.8% | -6.6% |
| YTD | +35.0% | +25.0% | +9.9% | +12.3% |
| 1Y | +38.8% | +31.1% | +7.7% | +11.8% |
| 3Y | +3.3% | +8.7% | -5.4% | -8.3% |
| 5Y | +73.6% | +33.3% | +40.3% | +35.6% |
| All | +73.6% | +33.7% | +39.9% | +35.6% |
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