+66.6%
DVN vs SIMO
+557.5%
-490.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +3.0% |
| 7D | +2.5% | +12.5% | -10.0% | -0.1% |
| 30D | +10.2% | +18.4% | -8.2% | +5.8% |
| 3M | +8.1% | +5.6% | +2.5% | +3.5% |
| 6M | +15.9% | +116.9% | -101.0% | -10.9% |
| YTD | +38.2% | +188.4% | -150.2% | -3.6% |
| 1Y | +44.5% | +221.3% | -176.8% | -3.6% |
| 3Y | +5.1% | +438.6% | -433.4% | -42.6% |
| 5Y | +124.3% | +287.9% | -163.6% | +27.0% |
| All | +66.6% | +557.5% | -490.9% | -31.0% |
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