+1,193.0%
DVN vs TRMB
+3,340.8%
-2,147.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -1.3% | -0.3% | -1.1% | -1.3% |
| 30D | +12.6% | -1.2% | +13.8% | +12.7% |
| 3M | +8.1% | +9.6% | -1.5% | +6.0% |
| 6M | +10.2% | -16.1% | +26.3% | +12.8% |
| YTD | +33.8% | -25.0% | +58.7% | +39.3% |
| 1Y | +43.9% | -27.7% | +71.6% | +50.5% |
| 3Y | +1.7% | +15.3% | -13.6% | -2.3% |
| 5Y | +119.6% | -37.4% | +157.0% | +131.5% |
| 10Y | +53.7% | +117.5% | -63.7% | +37.0% |
| All | +1,193.0% | +3,340.8% | -2,147.8% | +860.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling