-100.0%
SOXS vs DVN
+4.6%
-104.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.3% |
| 7D | -4.7% | +4.5% | -9.3% | -2.3% |
| 30D | +7.7% | +12.0% | -4.2% | +15.1% |
| 3M | -10.2% | +13.4% | -23.6% | -5.1% |
| 6M | -99.2% | +12.1% | -111.3% | -99.7% |
| YTD | -99.5% | +38.8% | -138.3% | -99.7% |
| 1Y | -99.8% | +46.0% | -145.8% | -99.9% |
| 3Y | -100.0% | +9.5% | -109.5% | -100.0% |
| All | -100.0% | +4.6% | -104.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling