+337.5%
DVN vs TKO
+1,395.0%
-1,057.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +10.2% | -2.6% | +12.8% | +10.6% |
| 3M | +8.1% | -7.8% | +15.9% | +9.5% |
| 6M | +15.9% | -7.0% | +22.9% | +16.7% |
| YTD | +38.2% | -8.5% | +46.8% | +39.4% |
| 1Y | +44.5% | -1.3% | +45.8% | +42.9% |
| 3Y | +5.1% | +105.0% | -99.8% | -12.8% |
| 5Y | +124.3% | +292.9% | -168.6% | +59.4% |
| 10Y | +65.9% | +979.3% | -913.4% | -3.9% |
| All | +337.5% | +1,395.0% | -1,057.4% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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