+67.3%
DVN vs TTWO
+406.5%
-339.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +4.5% | +0.4% | +4.2% | +4.5% |
| 30D | +12.0% | -11.3% | +23.3% | +14.1% |
| 3M | +13.4% | +1.6% | +11.8% | +12.6% |
| 6M | +12.1% | +2.1% | +10.0% | +11.0% |
| YTD | +38.8% | -15.8% | +54.7% | +41.7% |
| 1Y | +46.0% | -12.6% | +58.6% | +47.7% |
| 3Y | +9.5% | +48.2% | -38.7% | -0.8% |
| 5Y | +125.3% | +40.0% | +85.3% | +100.7% |
| All | +67.3% | +406.5% | -339.3% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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