+180.3%
DVN vs DT
+100.3%
+80.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +4.5% | -1.6% | +6.1% | +4.9% |
| 30D | +12.0% | +3.0% | +8.9% | +10.8% |
| 3M | +13.4% | +26.5% | -13.1% | +5.1% |
| 6M | +12.1% | +35.9% | -23.8% | +0.8% |
| YTD | +38.8% | +17.8% | +21.0% | +29.2% |
| 1Y | +46.0% | +4.1% | +42.0% | +40.7% |
| 3Y | +9.5% | +5.3% | +4.2% | +2.5% |
| 5Y | +125.3% | -27.2% | +152.4% | +124.3% |
| All | +180.3% | +100.3% | +80.0% | +78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling