+118.6%
DVN vs SPXU
-86.1%
+204.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | 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% | -0.1% |
| YTD | +38.8% | -28.1% | +67.0% | +25.5% |
| 1Y | +46.0% | -35.2% | +81.3% | +28.0% |
| 3Y | +9.5% | -79.9% | +89.4% | -29.5% |
| All | +118.6% | -86.1% | +204.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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