+39.0%
DVN vs TXT
+9.2%
+29.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -6.1% | -7.5% |
| 7D | -13.9% | +10.6% | -24.6% | -12.5% |
| 30D | -8.0% | +14.4% | -22.4% | -6.0% |
| 3M | +0.8% | -2.7% | +3.6% | +0.4% |
| 6M | -12.8% | -4.7% | -8.1% | -13.1% |
| YTD | +22.7% | -0.5% | +23.3% | +19.5% |
| 1Y | +39.0% | +8.7% | +30.3% | +30.5% |
| All | +39.0% | +9.2% | +29.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling