+246.4%
DVN vs TRI
+507.2%
-260.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.1% |
| 7D | -0.1% | -8.4% | +8.3% | +3.9% |
| 30D | +8.0% | -6.5% | +14.4% | +10.7% |
| 3M | +11.9% | +18.6% | -6.6% | -0.4% |
| 6M | +10.6% | -10.4% | +21.1% | +11.9% |
| YTD | +35.4% | -23.7% | +59.1% | +45.4% |
| 1Y | +46.5% | -42.5% | +88.9% | +83.0% |
| 3Y | +3.0% | -19.3% | +22.2% | +1.5% |
| 5Y | +120.5% | -9.7% | +130.2% | +98.5% |
| 10Y | +62.5% | +194.4% | -132.0% | -29.4% |
| All | +246.4% | +507.2% | -260.7% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling