+170.1%
DVN vs DT
+97.2%
+72.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.5% |
| 7D | -1.3% | -4.9% | +3.5% | -0.1% |
| 30D | +12.6% | +2.7% | +9.9% | +11.5% |
| 3M | +8.1% | +20.0% | -11.8% | +1.7% |
| 6M | +10.2% | +28.0% | -17.9% | +0.7% |
| YTD | +33.8% | +16.0% | +17.7% | +25.0% |
| 1Y | +43.9% | +0.7% | +43.2% | +39.7% |
| 3Y | +1.7% | +6.2% | -4.4% | -5.1% |
| 5Y | +119.6% | -28.1% | +147.7% | +119.4% |
| All | +170.1% | +97.2% | +72.8% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling