+118.6%
DVN vs SPXL
+141.8%
-23.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.3% |
| 7D | +4.5% | -2.5% | +7.1% | +5.3% |
| 30D | +12.0% | -4.2% | +16.2% | +13.2% |
| 3M | +13.4% | +8.1% | +5.3% | +9.7% |
| 6M | +12.1% | +35.6% | -23.5% | -0.9% |
| YTD | +38.8% | +28.8% | +10.0% | +24.3% |
| 1Y | +46.0% | +39.8% | +6.2% | +26.1% |
| 3Y | +9.5% | +221.4% | -211.9% | -33.2% |
| All | +118.6% | +141.8% | -23.2% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling