+1,270.6%
SMH vs DVN
+181.5%
+1,089.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +0.9% | +8.0% | -7.1% | -1.1% |
| 3M | -2.8% | +11.9% | -14.8% | -6.3% |
| 6M | +45.6% | +10.6% | +35.0% | +39.8% |
| YTD | +59.5% | +35.4% | +24.1% | +44.8% |
| 1Y | +93.4% | +46.5% | +47.0% | +71.3% |
| 3Y | +287.1% | +3.0% | +284.1% | +268.6% |
| 5Y | +338.0% | +120.5% | +217.5% | +229.8% |
| 10Y | +1,876.8% | +62.5% | +1,814.4% | +1,253.8% |
| All | +1,270.6% | +181.5% | +1,089.1% | +608.6% |
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