+958.5%
SLB vs DVN
+1,159.9%
-201.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.0% |
| 7D | +0.8% | +1.5% | -0.7% | 0.0% |
| 30D | +15.8% | +14.2% | +1.6% | +7.7% |
| 3M | -0.3% | +5.2% | -5.6% | -3.7% |
| 6M | +21.3% | +11.9% | +9.5% | +12.0% |
| YTD | +52.3% | +32.8% | +19.5% | +27.6% |
| 1Y | +63.6% | +38.6% | +25.0% | +33.4% |
| 3Y | +3.8% | +0.5% | +3.2% | -0.5% |
| 5Y | +128.6% | +111.0% | +17.6% | +43.4% |
| 10Y | -3.1% | +56.1% | -59.2% | -39.8% |
| All | +958.5% | +1,159.9% | -201.4% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling