+3,076.5%
SPY vs DVN
+960.7%
+2,115.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | +0.5% | -1.3% | +1.9% | +0.8% |
| 30D | -0.9% | +12.6% | -13.6% | -3.4% |
| 3M | +3.9% | +8.1% | -4.2% | +1.8% |
| 6M | +14.5% | +10.2% | +4.4% | +11.2% |
| YTD | +12.9% | +33.8% | -20.8% | +5.1% |
| 1Y | +19.4% | +43.9% | -24.5% | +9.1% |
| 3Y | +78.5% | +1.7% | +76.7% | +71.9% |
| 5Y | +81.8% | +119.6% | -37.9% | +43.7% |
| 10Y | +311.5% | +53.7% | +257.8% | +202.1% |
| All | +3,076.5% | +960.7% | +2,115.8% | +1,740.5% |
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 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