+93.8%
SNOW vs DVN
+4.2%
+89.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.9% |
| 7D | -7.5% | +2.5% | -10.0% | -7.9% |
| 30D | -1.3% | +10.2% | -11.5% | -2.9% |
| 3M | +37.4% | +8.1% | +29.3% | +35.5% |
| 6M | +88.1% | +15.9% | +72.2% | +81.5% |
| YTD | +50.3% | +38.2% | +12.1% | +39.4% |
| 1Y | +46.0% | +44.5% | +1.5% | +33.0% |
| All | +93.8% | +4.2% | +89.6% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling