+1.7%
DVN vs TPR
+292.6%
-290.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.1% |
| 7D | -1.3% | -3.4% | +2.0% | -1.0% |
| 30D | +12.6% | -27.3% | +39.9% | +16.6% |
| 3M | +8.1% | -16.2% | +24.4% | +9.8% |
| 6M | +10.2% | -17.9% | +28.0% | +11.4% |
| YTD | +33.8% | -7.1% | +40.9% | +31.3% |
| 1Y | +43.9% | +13.6% | +30.3% | +34.0% |
| 3Y | +1.7% | +293.7% | -292.0% | -35.7% |
| All | +1.7% | +292.6% | -290.9% | -35.7% |
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