+36.3%
DVN vs TAP
-7.2%
+43.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.5% | +0.6% |
| 7D | +10.4% | +1.3% | +9.1% | +10.3% |
| 30D | -6.7% | +5.7% | -12.4% | -7.3% |
| 3M | +5.6% | -1.9% | +7.5% | +5.7% |
| 6M | +0.7% | +0.9% | -0.3% | +0.2% |
| YTD | +29.6% | -9.5% | +39.1% | +30.0% |
| 1Y | +36.3% | -9.0% | +45.3% | +36.3% |
| All | +36.3% | -7.2% | +43.5% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling