+44.5%
DVN vs TAP
-18.4%
+62.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.5% | -5.3% | +7.8% | +3.0% |
| 30D | +10.2% | -7.4% | +17.5% | +10.9% |
| 3M | +8.1% | -4.9% | +13.0% | +8.2% |
| 6M | +15.9% | -14.2% | +30.1% | +18.9% |
| YTD | +38.2% | -14.8% | +53.1% | +41.6% |
| 1Y | +44.5% | -18.1% | +62.6% | +45.3% |
| All | +44.5% | -18.4% | +62.9% | +45.3% |
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