+122.5%
DVN vs TW
+211.2%
-88.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +8.0% | -0.6% | +8.6% | +8.1% |
| 3M | +11.9% | +3.4% | +8.5% | +9.8% |
| 6M | +10.6% | -18.4% | +29.1% | +17.8% |
| YTD | +35.4% | -3.9% | +39.3% | +35.0% |
| 1Y | +46.5% | -13.3% | +59.8% | +51.5% |
| 3Y | +3.0% | +20.8% | -17.9% | -9.4% |
| 5Y | +120.5% | +20.3% | +100.2% | +88.8% |
| All | +122.5% | +211.2% | -88.7% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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