+9.5%
DVN vs SPXS
-79.6%
+89.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | -0.1% |
| 7D | +4.5% | +2.5% | +2.0% | +5.1% |
| 30D | +12.0% | +4.2% | +7.8% | +13.0% |
| 3M | +13.4% | -9.3% | +22.7% | +10.8% |
| 6M | +12.1% | -30.7% | +42.8% | +1.8% |
| YTD | +38.8% | -28.1% | +66.9% | +27.8% |
| 1Y | +46.0% | -35.1% | +81.1% | +30.5% |
| 3Y | +9.5% | -79.6% | +89.1% | -24.6% |
| All | +9.5% | -79.6% | +89.1% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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