+21.2%
DVN vs TOST
-38.4%
+59.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -19.1% | +9.4% | -28.5% | -20.0% |
| 30D | -11.8% | +13.5% | -25.3% | -13.4% |
| 3M | -1.5% | -0.1% | -1.3% | -1.8% |
| 6M | -8.2% | +22.5% | -30.7% | -11.5% |
| YTD | +17.4% | -2.4% | +19.8% | +16.2% |
| 1Y | +33.5% | -4.7% | +38.2% | +32.5% |
| 3Y | -0.3% | +103.2% | -103.5% | -13.8% |
| All | +21.2% | -38.4% | +59.6% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling