+76.5%
DVN vs TOST
-46.7%
+123.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -12.8% | +4.0% | -16.9% | -13.3% |
| 30D | -12.1% | +11.1% | -23.2% | -13.4% |
| 3M | -0.7% | +0.8% | -1.6% | -1.1% |
| 6M | -5.8% | +38.8% | -44.6% | -10.2% |
| YTD | +17.9% | -2.1% | +20.0% | +16.8% |
| 1Y | +29.0% | -6.0% | +35.0% | +28.4% |
| 3Y | +6.0% | +149.8% | -143.8% | -9.6% |
| 5Y | +22.1% | -42.8% | +64.9% | +12.8% |
| All | +76.5% | -46.7% | +123.2% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling