+75.4%
SPY vs DVN
+4.2%
+71.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -2.0% | +2.5% | -4.5% | -2.3% |
| 30D | -1.7% | +10.2% | -11.8% | -3.0% |
| 3M | +4.7% | +8.1% | -3.4% | +3.4% |
| 6M | +12.5% | +15.9% | -3.4% | +8.8% |
| YTD | +11.7% | +38.2% | -26.5% | +3.8% |
| 1Y | +17.5% | +44.5% | -27.0% | +7.6% |
| All | +75.4% | +4.2% | +71.3% | +61.8% |
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