+837.0%
SLB vs DVN
+1,119.8%
-282.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.7% |
| 7D | +2.6% | +7.8% | -5.3% | -1.7% |
| 30D | +4.4% | -7.9% | +12.3% | +8.8% |
| 3M | -2.7% | +3.7% | -6.5% | -5.3% |
| 6M | -7.5% | +0.2% | -7.7% | -9.1% |
| YTD | +34.8% | +28.6% | +6.2% | +14.2% |
| 1Y | +44.6% | +34.6% | +10.0% | +19.3% |
| 3Y | +3.2% | +11.8% | -8.6% | -7.1% |
| 5Y | +73.6% | +37.6% | +36.0% | +36.5% |
| 10Y | -14.3% | +59.7% | -74.0% | -47.2% |
| All | +837.0% | +1,119.8% | -282.8% | +263.4% |
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