+30.5%
SNOW vs DVN
+588.4%
-557.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | +8.4% | -0.1% | +8.5% | +8.4% |
| 30D | -1.0% | +8.0% | -8.9% | -2.5% |
| 3M | +38.3% | +11.9% | +26.4% | +34.7% |
| 6M | +81.3% | +10.6% | +70.7% | +76.1% |
| YTD | +51.1% | +35.4% | +15.7% | +40.1% |
| 1Y | +47.0% | +46.5% | +0.5% | +33.1% |
| 3Y | +99.7% | +3.0% | +96.8% | +91.3% |
| 5Y | +3.6% | +120.5% | -116.9% | -12.7% |
| All | +30.5% | +588.4% | -557.8% | -0.6% |
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 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