-100.0%
SOXS vs DVN
+7.2%
-107.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.1% | +6.0% | +9.7% |
| 7D | -9.4% | +2.5% | -11.9% | -7.9% |
| 30D | +6.2% | +10.2% | -4.0% | +14.1% |
| 3M | -28.0% | +8.1% | -36.1% | -26.0% |
| 6M | -99.2% | +15.9% | -115.1% | -99.7% |
| YTD | -99.5% | +38.2% | -137.7% | -99.8% |
| 1Y | -99.7% | +44.5% | -144.2% | -99.9% |
| 3Y | -100.0% | +5.1% | -105.1% | -100.0% |
| 5Y | -100.0% | +124.3% | -224.3% | -100.0% |
| 10Y | -100.0% | +65.9% | -165.9% | -100.0% |
| All | -100.0% | +7.2% | -107.2% | -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 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