+4,437.1%
SNDK vs DVN
+54.0%
+4,383.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | -6.1% | +4.5% | -10.6% | -7.6% |
| 30D | +21.5% | +12.0% | +9.5% | +16.7% |
| 3M | -13.2% | +13.4% | -26.6% | -17.3% |
| 6M | +149.2% | +12.1% | +137.1% | +131.1% |
| YTD | +588.1% | +38.8% | +549.2% | +452.5% |
| 1Y | +1,837.5% | +46.0% | +1,791.5% | +1,366.3% |
| All | +4,437.1% | +54.0% | +4,383.1% | +3,615.9% |
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