+119.7%
DVN vs TAP
-2.5%
+122.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | -0.1% | -5.1% | +5.0% | +1.4% |
| 30D | +8.0% | -8.4% | +16.4% | +10.6% |
| 3M | +11.9% | -3.9% | +15.9% | +12.6% |
| 6M | +10.6% | -14.4% | +25.0% | +15.2% |
| YTD | +35.4% | -14.7% | +50.1% | +40.8% |
| 1Y | +46.5% | -18.7% | +65.1% | +54.4% |
| 3Y | +3.0% | -32.6% | +35.6% | +14.8% |
| All | +119.7% | -2.5% | +122.1% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling