+1,196.2%
DVN vs TRV
+6,571.7%
-5,375.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +8.0% | -2.3% | +10.3% | +8.9% |
| 3M | +11.9% | +22.7% | -10.8% | +2.4% |
| 6M | +10.6% | +21.9% | -11.3% | +1.1% |
| YTD | +35.4% | +27.5% | +7.9% | +21.3% |
| 1Y | +46.5% | +36.2% | +10.2% | +27.5% |
| 3Y | +3.0% | +140.6% | -137.6% | -30.2% |
| 5Y | +120.5% | +154.5% | -34.0% | +46.2% |
| 10Y | +62.5% | +295.4% | -233.0% | -7.3% |
| All | +1,196.2% | +6,571.7% | -5,375.5% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling