+67.3%
DVN vs TGT
+207.4%
-140.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +4.5% | -5.2% | +9.8% | +6.1% |
| 30D | +12.0% | +1.2% | +10.8% | +11.4% |
| 3M | +13.4% | +18.4% | -5.0% | +7.4% |
| 6M | +12.1% | +33.4% | -21.3% | +1.8% |
| YTD | +38.8% | +63.8% | -25.0% | +17.9% |
| 1Y | +46.0% | +77.2% | -31.1% | +20.7% |
| 3Y | +9.5% | +41.8% | -32.3% | -7.2% |
| 5Y | +125.3% | -25.5% | +150.8% | +126.9% |
| All | +67.3% | +207.4% | -140.1% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling