+39.0%
DVN vs SIMO
+94.5%
-55.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.6% | +2.2% | -7.4% |
| 7D | -13.9% | -16.9% | +2.9% | -14.1% |
| 30D | -8.0% | -35.4% | +27.3% | -8.5% |
| 3M | +0.8% | -31.9% | +32.7% | +0.5% |
| 6M | -12.8% | -19.3% | +6.6% | -12.5% |
| YTD | +22.7% | +98.5% | -75.7% | +30.7% |
| 1Y | +39.0% | +100.5% | -61.5% | +48.8% |
| All | +39.0% | +94.5% | -55.5% | +48.8% |
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