+113.9%
SOXX vs DVN
+41.2%
+72.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.2% |
| 7D | +2.2% | +1.5% | +0.7% | +2.5% |
| 30D | -2.0% | +14.2% | -16.2% | +0.4% |
| 3M | -13.7% | +5.2% | -19.0% | -12.2% |
| 6M | +52.4% | +11.9% | +40.5% | +52.5% |
| YTD | +72.8% | +32.8% | +40.0% | +71.8% |
| 1Y | +113.9% | +38.6% | +75.3% | +110.8% |
| All | +113.9% | +41.2% | +72.7% | +110.8% |
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