+55.9%
SOXL vs DVN
+39.9%
+16.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -7.3% | -1.5% | -13.2% |
| 7D | -37.9% | -13.9% | -23.9% | -43.7% |
| 30D | -59.4% | -8.0% | -51.4% | -61.2% |
| 3M | -52.3% | +0.8% | -53.1% | -50.5% |
| 6M | -47.7% | -12.8% | -34.9% | -49.2% |
| YTD | +58.8% | +22.7% | +36.0% | +73.4% |
| 1Y | +55.9% | +39.0% | +16.9% | +83.8% |
| All | +55.9% | +39.9% | +16.0% | +83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling