+12.1%
DVN vs SPYG
+16.3%
-4.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +1.0% |
| 7D | +4.5% | -0.9% | +5.4% | +3.9% |
| 30D | +12.0% | -1.5% | +13.5% | +10.8% |
| 3M | +13.4% | +3.7% | +9.7% | +16.8% |
| 6M | +12.1% | +16.4% | -4.3% | +30.5% |
| All | +12.1% | +16.3% | -4.2% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 6mo: compounded portfolio wealth divided by compounded SPYG 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…
6mo analysis · Full analysis span regression · 6 months rolling