+1,537.1%
SOXX vs DVN
+69.2%
+1,467.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | +1.4% | +4.5% | -3.1% | +0.3% |
| 30D | -3.6% | +12.0% | -15.5% | -6.2% |
| 3M | -10.2% | +13.4% | -23.6% | -13.2% |
| 6M | +54.2% | +12.1% | +42.1% | +47.9% |
| YTD | +75.2% | +38.8% | +36.4% | +58.7% |
| 1Y | +107.5% | +46.0% | +61.5% | +84.8% |
| 3Y | +226.8% | +9.5% | +217.3% | +207.0% |
| 5Y | +251.2% | +125.3% | +126.0% | +171.6% |
| All | +1,537.1% | +69.2% | +1,467.9% | +998.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling