+162.3%
SOXL vs DVN
+120.4%
+41.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +4.9% |
| 7D | +3.9% | +4.5% | -0.6% | +0.5% |
| 30D | -14.3% | +12.0% | -26.3% | -21.5% |
| 3M | -45.6% | +13.4% | -59.0% | -52.2% |
| 6M | +117.2% | +12.1% | +105.1% | +80.4% |
| YTD | +189.8% | +38.8% | +151.0% | +94.6% |
| 1Y | +317.7% | +46.0% | +271.7% | +162.7% |
| 3Y | +478.6% | +9.5% | +469.1% | +375.4% |
| All | +162.3% | +120.4% | +41.9% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling