+177.2%
DVN vs SPYG
+553.6%
-376.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.8% |
| 7D | +2.5% | -1.8% | +4.3% | +4.0% |
| 30D | +10.2% | -1.9% | +12.1% | +11.7% |
| 3M | +8.1% | +5.2% | +3.0% | +2.5% |
| 6M | +15.9% | +15.6% | +0.3% | +0.1% |
| YTD | +38.2% | +12.4% | +25.8% | +21.6% |
| 1Y | +44.5% | +17.5% | +27.0% | +21.8% |
| 3Y | +5.1% | +98.1% | -92.9% | -44.1% |
| 5Y | +124.3% | +84.9% | +39.4% | +24.0% |
| 10Y | +65.9% | +417.7% | -351.8% | -58.1% |
| All | +177.2% | +553.6% | -376.4% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling