+819.0%
SPYM vs DVN
+45.9%
+773.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -1.4% | +8.0% | -9.4% | -3.0% |
| 3M | +3.7% | +11.9% | -8.2% | +0.9% |
| 6M | +13.0% | +10.6% | +2.4% | +9.6% |
| YTD | +12.5% | +35.4% | -22.9% | +4.2% |
| 1Y | +18.6% | +46.5% | -27.9% | +7.6% |
| 3Y | +78.0% | +3.0% | +75.1% | +70.7% |
| 5Y | +82.3% | +120.5% | -38.2% | +42.3% |
| 10Y | +322.9% | +62.5% | +260.4% | +201.9% |
| All | +819.0% | +45.9% | +773.1% | +543.2% |
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 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