+171.9%
DVN vs TE
-49.8%
+221.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.4% |
| 7D | -0.1% | +15.0% | -15.1% | -0.9% |
| 30D | +8.0% | -7.5% | +15.5% | +8.3% |
| 3M | +11.9% | -42.0% | +53.9% | +14.3% |
| 6M | +10.6% | -31.4% | +42.1% | +9.7% |
| YTD | +35.4% | -26.5% | +61.9% | +32.0% |
| 1Y | +46.5% | +153.1% | -106.6% | +24.2% |
| 3Y | +3.0% | -20.7% | +23.6% | -7.4% |
| 5Y | +120.5% | -45.4% | +166.0% | +97.3% |
| All | +171.9% | -49.8% | +221.7% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling