+67.3%
DVN vs TRU
+147.2%
-79.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +4.5% | -2.7% | +7.2% | +5.5% |
| 30D | +12.0% | -2.0% | +14.0% | +12.5% |
| 3M | +13.4% | +18.4% | -5.0% | +4.9% |
| 6M | +12.1% | +8.9% | +3.2% | +5.5% |
| YTD | +38.8% | -8.9% | +47.8% | +38.5% |
| 1Y | +46.0% | -15.9% | +61.9% | +49.9% |
| 3Y | +9.5% | -1.1% | +10.6% | -1.8% |
| 5Y | +125.3% | -35.2% | +160.4% | +148.0% |
| All | +67.3% | +147.2% | -79.9% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling