+251.0%
SPOT vs DVN
+128.7%
+122.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | +2.2% | +8.0% | -5.8% | +0.9% |
| 3M | +5.4% | +11.9% | -6.5% | +3.4% |
| 6M | -4.0% | +10.6% | -14.6% | -6.2% |
| YTD | -9.9% | +35.4% | -45.3% | -14.9% |
| 1Y | -27.3% | +46.5% | -73.7% | -32.4% |
| 3Y | +236.4% | +3.0% | +233.4% | +225.3% |
| 5Y | +112.6% | +120.5% | -7.9% | +80.5% |
| All | +251.0% | +128.7% | +122.3% | +185.7% |
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