+6.6%
DVN vs TRGP
+2,246.2%
-2,239.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +2.5% | -0.6% | +3.1% | +2.9% |
| 30D | +10.2% | +10.0% | +0.2% | +3.3% |
| 3M | +8.1% | +7.6% | +0.5% | +2.8% |
| 6M | +15.9% | +26.8% | -10.9% | -0.9% |
| YTD | +38.2% | +60.6% | -22.3% | +1.3% |
| 1Y | +44.5% | +82.5% | -38.0% | -2.9% |
| 3Y | +5.1% | +265.0% | -259.9% | -55.4% |
| 5Y | +124.3% | +645.9% | -521.6% | -36.7% |
| 10Y | +65.9% | +850.6% | -784.7% | -64.4% |
| All | +6.6% | +2,246.2% | -2,239.7% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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