+75.7%
DVN vs TOST
-46.9%
+122.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.3% |
| 3M | -1.5% | -0.1% | -1.3% | -1.8% |
| 6M | -8.2% | +22.5% | -30.7% | -11.3% |
| YTD | +17.4% | -2.4% | +19.8% | +16.3% |
| 1Y | +33.5% | -4.7% | +38.2% | +32.5% |
| 3Y | -0.3% | +103.2% | -103.5% | -12.8% |
| 5Y | +22.7% | -41.2% | +64.0% | +13.6% |
| All | +75.7% | -46.9% | +122.6% | +60.9% |
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