+0.5%
SPGI vs DVN
+119.4%
-118.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | -8.9% | +2.5% | -11.4% | -9.2% |
| 30D | +0.6% | +10.2% | -9.5% | -0.4% |
| 3M | +2.0% | +8.1% | -6.1% | +1.0% |
| 6M | +0.1% | +15.9% | -15.8% | -2.1% |
| YTD | -16.4% | +38.2% | -54.7% | -20.3% |
| 1Y | -18.9% | +44.5% | -63.4% | -23.3% |
| 3Y | +13.8% | +5.1% | +8.6% | +10.0% |
| 5Y | +0.5% | +124.3% | -123.8% | -6.1% |
| All | +0.5% | +119.4% | -118.9% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling