+13,845.6%
SPGI vs DVN
+1,159.9%
+12,685.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | +0.1% | +1.5% | -1.4% | -0.2% |
| 30D | +8.4% | +14.2% | -5.8% | +5.6% |
| 3M | +11.8% | +5.2% | +6.6% | +10.3% |
| 6M | +5.7% | +11.9% | -6.2% | +2.6% |
| YTD | -9.7% | +32.8% | -42.5% | -15.5% |
| 1Y | -12.5% | +38.6% | -51.0% | -19.0% |
| 3Y | +21.8% | +0.5% | +21.3% | +17.6% |
| 5Y | +8.2% | +111.0% | -102.9% | -13.5% |
| 10Y | +309.5% | +56.1% | +253.4% | +196.7% |
| All | +13,845.6% | +1,159.9% | +12,685.7% | +8,413.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling