+67.3%
DVN vs TRI
+196.2%
-129.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +4.5% | -7.9% | +12.4% | +7.2% |
| 30D | +12.0% | -4.5% | +16.5% | +13.1% |
| 3M | +13.4% | +22.1% | -8.7% | +3.7% |
| 6M | +12.1% | -2.8% | +14.9% | +10.5% |
| YTD | +38.8% | -23.4% | +62.2% | +49.7% |
| 1Y | +46.0% | -41.5% | +87.6% | +78.4% |
| 3Y | +9.5% | -19.2% | +28.7% | +7.1% |
| 5Y | +125.3% | -9.4% | +134.7% | +100.3% |
| All | +67.3% | +196.2% | -129.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling