+39.0%
DVN vs TRU
+2.1%
+36.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.6% | -11.9% | -6.7% |
| 7D | -13.9% | +10.5% | -24.5% | -12.6% |
| 30D | -8.0% | +28.7% | -36.7% | -4.8% |
| 3M | +0.8% | +0.7% | +0.2% | +1.0% |
| 6M | -12.8% | +19.3% | -32.1% | -9.7% |
| YTD | +22.7% | -3.7% | +26.5% | +27.6% |
| 1Y | +39.0% | +3.4% | +35.6% | +40.3% |
| All | +39.0% | +2.1% | +36.9% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling