+67.3%
DVN vs SPXL
+1,271.9%
-1,204.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.6% |
| 7D | +4.5% | -2.5% | +7.1% | +5.6% |
| 30D | +12.0% | -4.2% | +16.2% | +13.8% |
| 3M | +13.4% | +8.1% | +5.3% | +7.9% |
| 6M | +12.1% | +35.6% | -23.5% | -6.1% |
| YTD | +38.8% | +28.8% | +10.0% | +18.2% |
| 1Y | +46.0% | +39.8% | +6.2% | +18.4% |
| 3Y | +9.5% | +221.4% | -211.9% | -44.8% |
| 5Y | +125.3% | +146.9% | -21.7% | +14.0% |
| All | +67.3% | +1,271.9% | -1,204.6% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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