+186.1%
DVN vs TXG
+27.0%
+159.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.1% |
| 7D | +4.5% | +9.5% | -5.0% | +3.5% |
| 30D | +12.0% | +18.8% | -6.8% | +9.7% |
| 3M | +13.4% | +136.1% | -122.7% | +2.0% |
| 6M | +12.1% | +235.2% | -223.1% | -4.6% |
| YTD | +38.8% | +320.5% | -281.7% | +13.8% |
| 1Y | +46.0% | +425.2% | -379.2% | +14.8% |
| 3Y | +9.5% | +42.9% | -33.4% | -3.4% |
| 5Y | +125.3% | -62.8% | +188.1% | +123.2% |
| All | +186.1% | +27.0% | +159.1% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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