+14.4%
DVN vs SPXS
-100.0%
+114.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.3% | +1.8% |
| 7D | -0.1% | +1.2% | -1.3% | +0.5% |
| 30D | +8.0% | +5.2% | +2.8% | +10.4% |
| 3M | +11.9% | -9.2% | +21.1% | +7.0% |
| 6M | +10.6% | -29.6% | +40.2% | -5.7% |
| YTD | +35.4% | -27.6% | +63.0% | +17.2% |
| 1Y | +46.5% | -36.7% | +83.2% | +20.1% |
| 3Y | +3.0% | -79.8% | +82.8% | -43.1% |
| 5Y | +120.5% | -85.9% | +206.4% | +26.3% |
| 10Y | +62.5% | -99.5% | +162.0% | -65.8% |
| All | +14.4% | -100.0% | +114.4% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling