+118.6%
DVN vs SPXS
-86.0%
+204.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | -0.3% |
| 7D | +4.5% | +2.5% | +2.0% | +5.3% |
| 30D | +12.0% | +4.2% | +7.8% | +13.3% |
| 3M | +13.4% | -9.3% | +22.7% | +10.1% |
| 6M | +12.1% | -30.7% | +42.8% | 0.0% |
| YTD | +38.8% | -28.1% | +66.9% | +25.7% |
| 1Y | +46.0% | -35.1% | +81.1% | +28.3% |
| 3Y | +9.5% | -79.6% | +89.1% | -28.9% |
| All | +118.6% | -86.0% | +204.6% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling