+9.5%
DVN vs SPXL
+221.9%
-212.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.1% |
| 7D | +4.5% | -2.5% | +7.1% | +5.1% |
| 30D | +12.0% | -4.2% | +16.2% | +12.9% |
| 3M | +13.4% | +8.1% | +5.3% | +10.4% |
| 6M | +12.1% | +35.6% | -23.5% | +1.0% |
| YTD | +38.8% | +28.8% | +10.0% | +26.6% |
| 1Y | +46.0% | +39.8% | +6.2% | +28.4% |
| 3Y | +9.5% | +221.4% | -211.9% | -28.3% |
| All | +9.5% | +221.9% | -212.5% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling