+38.6%
DVN vs TE
+132.3%
-93.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | +1.5% | -4.0% | +5.5% | +1.4% |
| 30D | +14.2% | -15.9% | +30.1% | +13.7% |
| 3M | +5.2% | -60.5% | +65.8% | +3.4% |
| 6M | +11.9% | -35.2% | +47.1% | +11.6% |
| YTD | +32.8% | -31.1% | +64.0% | +32.4% |
| 1Y | +38.6% | +148.6% | -110.1% | +43.4% |
| All | +38.6% | +132.3% | -93.7% | +43.4% |
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