+233.5%
SPOT vs DVN
+4.6%
+228.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.1% | +4.5% | -7.6% | -3.4% |
| 30D | +7.4% | +12.0% | -4.6% | +6.4% |
| 3M | +8.2% | +13.4% | -5.2% | +7.0% |
| 6M | +2.2% | +12.1% | -9.9% | +0.7% |
| YTD | -9.5% | +38.8% | -48.3% | -13.2% |
| 1Y | -23.8% | +46.0% | -69.9% | -27.7% |
| 3Y | +233.5% | +9.5% | +224.0% | +209.2% |
| All | +233.5% | +4.6% | +228.9% | +209.2% |
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