+9.0%
DVN vs TE
-27.3%
+36.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.7% | +8.8% | +2.3% |
| 7D | +2.5% | +0.9% | +1.6% | +2.5% |
| 30D | +10.2% | -16.3% | +26.4% | +10.6% |
| 3M | +8.1% | -40.8% | +48.9% | +9.1% |
| 6M | +15.9% | -42.6% | +58.5% | +16.1% |
| YTD | +38.2% | -31.4% | +69.7% | +36.4% |
| 1Y | +44.5% | +144.9% | -100.4% | +30.3% |
| All | +9.0% | -27.3% | +36.3% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling