+39.0%
DVN vs DT
-5.1%
+44.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.4% |
| 7D | -13.9% | -25.5% | +11.6% | -14.4% |
| 30D | -8.0% | -22.3% | +14.3% | -8.4% |
| 3M | +0.8% | +2.3% | -1.5% | +1.7% |
| 6M | -12.8% | +20.7% | -33.5% | -12.3% |
| YTD | +22.7% | +7.9% | +14.8% | +24.1% |
| 1Y | +39.0% | -5.7% | +44.7% | +49.7% |
| All | +39.0% | -5.1% | +44.1% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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