+46.0%
DVN vs TLN
-23.3%
+69.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.5% |
| 7D | +4.5% | -1.3% | +5.9% | +4.4% |
| 30D | +12.0% | -14.3% | +26.3% | +10.1% |
| 3M | +13.4% | -9.3% | +22.7% | +13.0% |
| 6M | +12.1% | -1.1% | +13.2% | +13.1% |
| YTD | +38.8% | -16.6% | +55.4% | +38.9% |
| 1Y | +46.0% | -22.0% | +68.0% | +62.6% |
| All | +46.0% | -23.3% | +69.4% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling