+14.0%
SPGI vs DVN
+38.4%
-24.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.7% |
| 7D | -0.8% | +7.8% | -8.6% | -1.6% |
| 30D | +14.3% | -7.9% | +22.2% | +15.1% |
| 3M | +14.5% | +3.7% | +10.8% | +13.7% |
| 6M | +17.3% | +0.2% | +17.1% | +16.7% |
| YTD | -4.6% | +28.6% | -33.2% | -8.7% |
| 1Y | +0.8% | +34.6% | -33.8% | -4.3% |
| 3Y | +28.8% | +11.8% | +17.0% | +22.9% |
| 5Y | +14.0% | +37.6% | -23.6% | +3.5% |
| All | +14.0% | +38.4% | -24.4% | +3.5% |
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