+351.0%
DVN vs TDY
+7,056.0%
-6,705.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | +4.5% | -1.1% | +5.6% | +4.9% |
| 30D | +12.0% | -12.0% | +24.0% | +16.6% |
| 3M | +13.4% | -3.2% | +16.6% | +14.1% |
| 6M | +12.1% | -7.9% | +20.0% | +13.8% |
| YTD | +38.8% | +18.2% | +20.6% | +29.6% |
| 1Y | +46.0% | +6.7% | +39.4% | +40.7% |
| 3Y | +9.5% | +47.5% | -38.1% | -5.5% |
| 5Y | +125.3% | +39.5% | +85.8% | +97.2% |
| 10Y | +66.6% | +477.2% | -410.6% | +6.5% |
| All | +351.0% | +7,056.0% | -6,705.0% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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