+13.2%
DVN vs TPR
+403.8%
-390.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +10.4% | -0.3% | +10.6% | +10.4% |
| 30D | -6.7% | +15.1% | -21.8% | -8.0% |
| 3M | +5.6% | +3.5% | +2.1% | +5.2% |
| 6M | +0.7% | +0.4% | +0.2% | -0.1% |
| YTD | +29.6% | +4.6% | +25.0% | +25.7% |
| 1Y | +36.3% | +33.1% | +3.2% | +25.2% |
| 3Y | +13.2% | +396.0% | -382.8% | -32.3% |
| All | +13.2% | +403.8% | -390.6% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling