+16.4%
SPGI vs DVN
+2.0%
+14.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.7% | -2.6% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +2.0% | +8.0% | -5.9% | +1.4% |
| 3M | +4.3% | +11.9% | -7.6% | +3.2% |
| 6M | -0.2% | +10.6% | -10.9% | -1.7% |
| YTD | -14.8% | +35.4% | -50.2% | -18.7% |
| 1Y | -18.5% | +46.5% | -65.0% | -23.5% |
| All | +16.4% | +2.0% | +14.4% | +10.4% |
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