+118.6%
DVN vs DTE
+30.3%
+88.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | +4.5% | -2.6% | +7.1% | +5.5% |
| 30D | +12.0% | -4.4% | +16.4% | +13.8% |
| 3M | +13.4% | -8.3% | +21.7% | +17.0% |
| 6M | +12.1% | -8.1% | +20.2% | +15.2% |
| YTD | +38.8% | +4.4% | +34.4% | +35.2% |
| 1Y | +46.0% | +0.2% | +45.9% | +44.3% |
| 3Y | +9.5% | +42.6% | -33.1% | -8.1% |
| All | +118.6% | +30.3% | +88.3% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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