-1.6%
DVN vs SPXL
+7,495.8%
-7,497.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.8% |
| 7D | -0.1% | -1.3% | +1.2% | +0.4% |
| 30D | +8.0% | -5.0% | +13.0% | +10.2% |
| 3M | +11.9% | +7.6% | +4.3% | +6.3% |
| 6M | +10.6% | +33.6% | -23.0% | -6.8% |
| YTD | +35.4% | +28.1% | +7.3% | +15.3% |
| 1Y | +46.5% | +43.6% | +2.8% | +17.2% |
| 3Y | +3.0% | +225.8% | -222.9% | -47.8% |
| 5Y | +120.5% | +140.1% | -19.5% | +14.4% |
| 10Y | +62.5% | +1,248.4% | -1,185.9% | -67.4% |
| All | -1.6% | +7,495.8% | -7,497.4% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling