+291.2%
DVN vs TECK
+2,212.2%
-1,921.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.0% |
| 7D | -0.1% | +4.9% | -5.0% | -1.9% |
| 30D | +8.0% | +5.2% | +2.8% | +5.7% |
| 3M | +11.9% | +13.8% | -1.9% | +4.6% |
| 6M | +10.6% | +38.5% | -27.9% | -6.4% |
| YTD | +35.4% | +47.3% | -12.0% | +10.5% |
| 1Y | +46.5% | +81.0% | -34.5% | +9.1% |
| 3Y | +3.0% | +79.9% | -76.9% | -26.5% |
| 5Y | +120.5% | +207.9% | -87.3% | +24.5% |
| 10Y | +62.5% | +389.5% | -327.0% | -27.0% |
| All | +291.2% | +2,212.2% | -1,921.0% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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