+1,229.2%
DVN vs DTE
+3,398.4%
-2,169.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.1% |
| 7D | +4.5% | -2.6% | +7.1% | +6.0% |
| 30D | +12.0% | -4.4% | +16.4% | +14.7% |
| 3M | +13.4% | -8.3% | +21.7% | +18.6% |
| 6M | +12.1% | -8.1% | +20.2% | +16.5% |
| YTD | +38.8% | +4.4% | +34.4% | +34.3% |
| 1Y | +46.0% | +0.2% | +45.9% | +44.2% |
| 3Y | +9.5% | +42.6% | -33.1% | -12.6% |
| 5Y | +125.3% | +31.5% | +93.8% | +85.6% |
| 10Y | +66.6% | +138.2% | -71.6% | +0.8% |
| All | +1,229.2% | +3,398.4% | -2,169.2% | +201.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling