+120.5%
DVN vs TPR
+225.0%
-104.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.9% |
| 7D | -0.1% | -7.3% | +7.2% | +1.5% |
| 30D | +8.0% | -30.7% | +38.7% | +16.4% |
| 3M | +11.9% | -21.6% | +33.5% | +16.9% |
| 6M | +10.6% | -21.3% | +32.0% | +14.2% |
| YTD | +35.4% | -10.2% | +45.5% | +34.1% |
| 1Y | +46.5% | +9.5% | +37.0% | +35.9% |
| 3Y | +3.0% | +280.8% | -277.8% | -38.5% |
| 5Y | +120.5% | +218.7% | -98.2% | +37.2% |
| All | +120.5% | +225.0% | -104.4% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling