+46.0%
DVN vs TXT
0.0%
+46.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.7% |
| 7D | +4.5% | +2.4% | +2.1% | +4.9% |
| 30D | +12.0% | -8.9% | +20.8% | +10.7% |
| 3M | +13.4% | -13.6% | +27.0% | +11.9% |
| 6M | +12.1% | -13.1% | +25.2% | +11.6% |
| YTD | +38.8% | -7.0% | +45.9% | +35.0% |
| 1Y | +46.0% | -1.4% | +47.5% | +41.4% |
| All | +46.0% | 0.0% | +46.0% | +41.4% |
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