+19,165.6%
SOXL vs DVN
+7.2%
+19,158.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.1% | -10.2% | -9.7% |
| 7D | +8.5% | +2.5% | +5.9% | +6.1% |
| 30D | -13.0% | +10.2% | -23.1% | -19.8% |
| 3M | -35.9% | +8.1% | -44.0% | -42.4% |
| 6M | +112.1% | +15.9% | +96.2% | +71.5% |
| YTD | +175.4% | +38.2% | +137.2% | +89.6% |
| 1Y | +304.9% | +44.5% | +260.4% | +164.7% |
| 3Y | +448.6% | +5.1% | +443.4% | +389.4% |
| 5Y | +156.1% | +124.3% | +31.8% | +22.3% |
| 10Y | +4,957.3% | +65.9% | +4,891.4% | +2,236.9% |
| All | +19,165.6% | +7.2% | +19,158.4% | +13,792.0% |
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