+66.6%
DVN vs TAP
-50.5%
+117.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +2.5% | -5.3% | +7.8% | +5.6% |
| 30D | +10.2% | -7.4% | +17.5% | +14.5% |
| 3M | +8.1% | -4.9% | +13.0% | +9.9% |
| 6M | +15.9% | -14.2% | +30.1% | +24.0% |
| YTD | +38.2% | -14.8% | +53.1% | +47.8% |
| 1Y | +44.5% | -18.1% | +62.6% | +57.1% |
| 3Y | +5.1% | -32.7% | +37.9% | +24.3% |
| 5Y | +124.3% | -0.5% | +124.8% | +90.7% |
| All | +66.6% | -50.5% | +117.1% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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