+100.2%
DVN vs TOST
-49.0%
+149.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +0.9% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | +12.6% | -3.5% | +16.1% | +13.0% |
| 3M | +8.1% | +38.1% | -30.0% | +3.4% |
| 6M | +10.2% | +9.9% | +0.3% | +8.0% |
| YTD | +33.8% | -6.3% | +40.0% | +33.5% |
| 1Y | +43.9% | -18.3% | +62.2% | +45.9% |
| 3Y | +1.7% | +59.7% | -58.0% | -8.1% |
| All | +100.2% | -49.0% | +149.1% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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