-87.1%
SNDQ vs DVN
-8.6%
-78.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.4% | -2.8% | +47.2% | +44.5% |
| 7D | +116.9% | -16.2% | +133.1% | +124.3% |
| 30D | +205.2% | -10.7% | +215.9% | +207.2% |
| 3M | +45.4% | +2.5% | +42.9% | +36.2% |
| 6M | -66.2% | -14.8% | -51.5% | -67.2% |
| All | -87.1% | -8.6% | -78.4% | -87.6% |
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 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