+124.3%
DVN vs DT
-27.8%
+152.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.8% |
| 7D | +2.5% | -2.5% | +5.1% | +3.0% |
| 30D | +10.2% | +3.5% | +6.6% | +9.2% |
| 3M | +8.1% | +26.7% | -18.6% | +1.9% |
| 6M | +15.9% | +36.1% | -20.3% | +6.6% |
| YTD | +38.2% | +18.6% | +19.6% | +30.8% |
| 1Y | +44.5% | +7.9% | +36.6% | +39.8% |
| 3Y | +5.1% | +8.6% | -3.4% | -0.8% |
| 5Y | +124.3% | -26.7% | +151.0% | +129.0% |
| All | +124.3% | -27.8% | +152.1% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling