+67.3%
DVN vs TRV
+306.9%
-239.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.9% |
| 7D | +4.5% | +1.9% | +2.6% | +3.2% |
| 30D | +12.0% | +1.7% | +10.3% | +10.5% |
| 3M | +13.4% | +23.9% | -10.5% | -2.9% |
| 6M | +12.1% | +26.3% | -14.2% | -5.8% |
| YTD | +38.8% | +30.8% | +8.0% | +13.4% |
| 1Y | +46.0% | +36.3% | +9.7% | +15.5% |
| 3Y | +9.5% | +145.0% | -135.5% | -46.6% |
| 5Y | +125.3% | +163.9% | -38.6% | +1.6% |
| All | +67.3% | +306.9% | -239.7% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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