+1,171.8%
DVN vs TXT
+2,070.1%
-898.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +1.5% | -4.8% | +6.3% | +3.4% |
| 30D | +14.2% | -10.6% | +24.8% | +19.0% |
| 3M | +5.2% | -13.2% | +18.4% | +10.0% |
| 6M | +11.9% | -20.3% | +32.2% | +19.9% |
| YTD | +32.8% | -9.3% | +42.1% | +35.0% |
| 1Y | +38.6% | -2.7% | +41.3% | +36.8% |
| 3Y | +0.5% | +1.4% | -0.9% | -2.9% |
| 5Y | +111.0% | +9.6% | +101.5% | +97.0% |
| 10Y | +56.1% | +94.9% | -38.8% | +22.3% |
| All | +1,171.8% | +2,070.1% | -898.2% | +389.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling