+118.6%
DVN vs TE
-48.1%
+166.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.4% |
| 7D | +4.5% | +0.2% | +4.3% | +4.5% |
| 30D | +12.0% | -5.9% | +17.9% | +12.1% |
| 3M | +13.4% | -45.6% | +59.0% | +16.0% |
| 6M | +12.1% | -43.4% | +55.5% | +12.6% |
| YTD | +38.8% | -31.0% | +69.8% | +36.0% |
| 1Y | +46.0% | +145.2% | -99.2% | +25.4% |
| 3Y | +9.5% | -24.1% | +33.5% | -0.1% |
| All | +118.6% | -48.1% | +166.7% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling