+0.4%
SPGI vs DVN
+35.1%
-34.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.2% |
| 7D | +1.2% | +10.4% | -9.1% | +2.6% |
| 30D | +15.9% | -6.7% | +22.6% | +14.9% |
| 3M | +12.3% | +5.6% | +6.7% | +13.3% |
| 6M | +23.7% | +0.7% | +23.0% | +24.6% |
| YTD | -3.5% | +29.6% | -33.1% | -1.8% |
| 1Y | +0.4% | +36.3% | -35.9% | +1.9% |
| All | +0.4% | +35.1% | -34.6% | +1.9% |
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 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