+67.3%
DVN vs TRMB
+121.9%
-54.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.4% |
| 7D | +4.5% | -3.0% | +7.6% | +6.3% |
| 30D | +12.0% | +2.3% | +9.6% | +10.1% |
| 3M | +13.4% | +15.3% | -1.9% | +2.9% |
| 6M | +12.1% | -14.7% | +26.8% | +19.6% |
| YTD | +38.8% | -26.4% | +65.2% | +59.9% |
| 1Y | +46.0% | -30.4% | +76.4% | +72.5% |
| 3Y | +9.5% | +13.5% | -4.0% | -9.4% |
| 5Y | +125.3% | -38.6% | +163.8% | +169.5% |
| All | +67.3% | +121.9% | -54.6% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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