+1.7%
DVN vs SIMO
+462.5%
-460.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.5% | +0.3% |
| 7D | -1.3% | +14.6% | -15.9% | -2.3% |
| 30D | +12.6% | +6.2% | +6.4% | +11.9% |
| 3M | +8.1% | +3.6% | +4.6% | +6.8% |
| 6M | +10.2% | +130.8% | -120.6% | -2.9% |
| YTD | +33.8% | +195.8% | -162.0% | +11.3% |
| 1Y | +43.9% | +225.0% | -181.1% | +15.8% |
| 3Y | +1.7% | +452.3% | -450.6% | -30.0% |
| All | +1.7% | +462.5% | -460.8% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling