+357.4%
SOXL vs DVN
+41.2%
+316.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.4% | +9.1% |
| 7D | +5.3% | +1.5% | +3.8% | +6.3% |
| 30D | -11.2% | +14.2% | -25.4% | -4.2% |
| 3M | -55.4% | +5.2% | -60.6% | -52.7% |
| 6M | +107.1% | +11.9% | +95.3% | +109.9% |
| YTD | +179.0% | +32.8% | +146.2% | +177.4% |
| 1Y | +357.4% | +38.6% | +318.8% | +345.2% |
| All | +357.4% | +41.2% | +316.2% | +345.2% |
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