+282.9%
SPGI vs DVN
+69.2%
+213.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -7.4% | +4.5% | -11.9% | -8.0% |
| 30D | +0.4% | +12.0% | -11.6% | -1.4% |
| 3M | +5.3% | +13.4% | -8.1% | +3.0% |
| 6M | +1.7% | +12.1% | -10.4% | -0.8% |
| YTD | -16.4% | +38.8% | -55.2% | -21.3% |
| 1Y | -20.5% | +46.0% | -66.5% | -26.0% |
| 3Y | +14.2% | +9.5% | +4.7% | +9.5% |
| 5Y | +0.6% | +125.3% | -124.7% | -17.4% |
| All | +282.9% | +69.2% | +213.6% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling