+19.6%
DVN vs TRU
+226.0%
-206.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -0.1% | -6.5% | +6.4% | +2.3% |
| 30D | +8.0% | -2.5% | +10.5% | +8.7% |
| 3M | +11.9% | +10.4% | +1.6% | +6.2% |
| 6M | +10.6% | +1.6% | +9.0% | +6.8% |
| YTD | +35.4% | -9.7% | +45.1% | +35.3% |
| 1Y | +46.5% | -17.3% | +63.7% | +51.0% |
| 3Y | +3.0% | -1.8% | +4.8% | -7.7% |
| 5Y | +120.5% | -36.2% | +156.7% | +141.1% |
| 10Y | +62.5% | +143.2% | -80.8% | -6.8% |
| All | +19.6% | +226.0% | -206.4% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling