+38.6%
DVN vs SIMO
+226.2%
-187.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.7% | -10.2% | -1.4% |
| 7D | +1.5% | +4.2% | -2.7% | +1.6% |
| 30D | +14.2% | +4.1% | +10.1% | +14.3% |
| 3M | +5.2% | -12.9% | +18.1% | +5.4% |
| 6M | +11.9% | +110.3% | -98.5% | +14.4% |
| YTD | +32.8% | +178.6% | -145.7% | +38.0% |
| 1Y | +38.6% | +220.0% | -181.4% | +55.8% |
| All | +38.6% | +226.2% | -187.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling