+160.1%
DVN vs TPR
+8,206.4%
-8,046.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -8.8% | +12.1% | -20.9% | -12.2% |
| 30D | -10.0% | +16.7% | -26.7% | -14.8% |
| 3M | -3.7% | -17.4% | +13.7% | +0.8% |
| 6M | -3.5% | +2.3% | -5.8% | -6.5% |
| YTD | +20.8% | +7.1% | +13.6% | +13.3% |
| 1Y | +31.2% | +29.5% | +1.7% | +15.4% |
| 3Y | +5.0% | +415.0% | -410.1% | -44.2% |
| 5Y | +29.9% | +261.5% | -231.5% | -25.3% |
| 10Y | +45.5% | +383.3% | -337.9% | -29.8% |
| All | +160.1% | +8,206.4% | -8,046.2% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling