+57.3%
DVN vs SIMO
+394.4%
-337.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.8% |
| 7D | +10.4% | +4.1% | +6.2% | +9.4% |
| 30D | -6.7% | -24.0% | +17.3% | -2.6% |
| 3M | +5.6% | -31.8% | +37.4% | +11.0% |
| 6M | +0.7% | -36.9% | +37.6% | +4.0% |
| YTD | +29.6% | +84.8% | -55.3% | -3.1% |
| 1Y | +36.3% | +99.0% | -62.7% | -0.4% |
| 3Y | +13.2% | +217.9% | -204.8% | -31.8% |
| 5Y | +38.6% | +171.5% | -132.9% | -18.4% |
| All | +57.3% | +394.4% | -337.1% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling