-91.6%
SOXS vs DVN
+39.9%
-131.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -7.3% | +16.1% | +13.2% |
| 7D | +46.7% | -13.9% | +60.6% | +59.6% |
| 30D | +97.0% | -8.0% | +105.0% | +103.6% |
| 3M | +39.5% | +0.8% | +38.7% | +32.8% |
| 6M | -54.9% | -12.8% | -42.2% | -51.3% |
| YTD | -90.4% | +22.7% | -113.1% | -90.6% |
| 1Y | -91.6% | +39.0% | -130.6% | -92.4% |
| All | -91.6% | +39.9% | -131.5% | -92.4% |
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