+36.9%
DVN vs SPXU
-100.0%
+136.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.8% |
| 7D | -0.1% | +1.3% | -1.4% | +0.5% |
| 30D | +8.0% | +5.1% | +2.9% | +10.3% |
| 3M | +11.9% | -9.1% | +21.1% | +7.0% |
| 6M | +10.6% | -29.6% | +40.2% | -5.9% |
| YTD | +35.4% | -27.7% | +63.1% | +16.9% |
| 1Y | +46.5% | -37.0% | +83.4% | +19.5% |
| 3Y | +3.0% | -80.2% | +83.1% | -44.2% |
| 5Y | +120.5% | -86.0% | +206.5% | +24.3% |
| 10Y | +62.5% | -99.5% | +162.0% | -67.2% |
| All | +36.9% | -100.0% | +136.9% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling