+38.6%
DVN vs SPMO
+29.9%
+8.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.1% |
| 7D | +1.5% | +2.0% | -0.5% | +2.1% |
| 30D | +14.2% | -0.4% | +14.5% | +14.2% |
| 3M | +5.2% | -1.9% | +7.1% | +6.0% |
| 6M | +11.9% | +25.0% | -13.2% | +23.3% |
| YTD | +32.8% | +26.0% | +6.8% | +46.2% |
| 1Y | +38.6% | +28.7% | +9.9% | +62.2% |
| All | +38.6% | +29.9% | +8.7% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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