+219.5%
SLV vs DVN
+27.7%
+191.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -5.8% | +10.4% | -16.2% | -7.3% |
| 30D | -12.1% | -6.7% | -5.4% | -11.4% |
| 3M | -24.1% | +5.6% | -29.7% | -25.1% |
| 6M | -44.4% | +0.7% | -45.1% | -45.0% |
| YTD | -31.5% | +29.6% | -61.1% | -35.4% |
| 1Y | -6.9% | +36.3% | -43.3% | -13.1% |
| 3Y | +116.0% | +13.2% | +102.9% | +105.0% |
| 5Y | +88.4% | +38.6% | +49.8% | +67.5% |
| 10Y | +167.9% | +60.9% | +107.1% | +107.1% |
| All | +219.5% | +27.7% | +191.8% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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