+124.3%
DVN vs TRMB
-39.6%
+163.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | +2.5% | -5.4% | +7.9% | +4.4% |
| 30D | +10.2% | -2.0% | +12.1% | +10.7% |
| 3M | +8.1% | +12.3% | -4.2% | +2.9% |
| 6M | +15.9% | -17.6% | +33.5% | +22.8% |
| YTD | +38.2% | -27.5% | +65.7% | +53.2% |
| 1Y | +44.5% | -29.1% | +73.6% | +60.6% |
| 3Y | +5.1% | +11.5% | -6.4% | -4.9% |
| 5Y | +124.3% | -39.5% | +163.8% | +161.5% |
| All | +124.3% | -39.6% | +163.9% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling