-2.7%
SMCI vs DVN
+41.2%
-43.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +4.1% |
| 7D | +6.8% | +1.5% | +5.3% | +7.3% |
| 30D | +30.6% | +14.2% | +16.4% | +35.6% |
| 3M | -15.6% | +5.2% | -20.8% | -13.3% |
| 6M | +21.3% | +11.9% | +9.4% | +17.7% |
| YTD | +35.3% | +32.8% | +2.4% | +27.6% |
| 1Y | -2.7% | +38.6% | -41.3% | -7.8% |
| All | -2.7% | +41.2% | -43.9% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling