+39.0%
DVN vs TE
-16.5%
+55.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.5% | -3.8% | -7.5% |
| 7D | -13.9% | +3.8% | -17.7% | -13.8% |
| 30D | -8.0% | -26.2% | +18.2% | -8.9% |
| 3M | +0.8% | -49.7% | +50.5% | -1.3% |
| 6M | -12.8% | -46.5% | +33.7% | -14.4% |
| YTD | +22.7% | -59.1% | +81.9% | +19.7% |
| 1Y | +39.0% | -25.8% | +64.8% | +33.9% |
| All | +39.0% | -16.5% | +55.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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