+9.5%
DVN vs VSXY
+352.7%
-343.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.3% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +12.0% | -18.7% | +30.6% | +13.0% |
| 3M | +13.4% | -4.0% | +17.4% | +13.3% |
| 6M | +12.1% | +67.5% | -55.4% | +7.1% |
| YTD | +38.8% | +39.7% | -0.8% | +33.9% |
| 1Y | +46.0% | +180.0% | -133.9% | +29.9% |
| 3Y | +9.5% | +337.3% | -327.8% | -14.5% |
| All | +9.5% | +352.7% | -343.2% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling