+16.2%
DVN vs TLN
+574.4%
-558.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +4.5% | -1.3% | +5.9% | +4.6% |
| 30D | +12.0% | -14.3% | +26.3% | +12.9% |
| 3M | +13.4% | -9.3% | +22.7% | +13.7% |
| 6M | +12.1% | -1.1% | +13.2% | +10.7% |
| YTD | +38.8% | -16.6% | +55.4% | +38.8% |
| 1Y | +46.0% | -22.0% | +68.0% | +46.8% |
| 3Y | +9.5% | +470.2% | -460.7% | -17.8% |
| All | +16.2% | +574.4% | -558.1% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling