+119.7%
DVN vs SOXQ
+286.7%
-167.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.1% |
| 7D | +4.5% | +0.8% | +3.8% | +4.3% |
| 30D | +12.0% | -4.6% | +16.5% | +13.2% |
| 3M | +13.4% | -10.2% | +23.6% | +15.1% |
| 6M | +12.1% | +49.7% | -37.6% | -6.1% |
| YTD | +38.8% | +67.2% | -28.4% | +10.8% |
| 1Y | +46.0% | +98.0% | -52.0% | +8.0% |
| 3Y | +9.5% | +237.2% | -227.7% | -38.5% |
| 5Y | +125.3% | +261.3% | -136.0% | +17.4% |
| All | +119.7% | +286.7% | -167.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 all: compounded portfolio wealth divided by compounded SOXQ 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…
all analysis · Full analysis span regression · 6 months rolling