+70.3%
T vs DVN
+69.2%
+1.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +1.5% | +4.5% | -3.0% | +0.9% |
| 30D | +7.5% | +12.0% | -4.5% | +6.0% |
| 3M | +14.8% | +13.4% | +1.4% | +13.0% |
| 6M | -1.7% | +12.1% | -13.9% | -3.4% |
| YTD | +8.7% | +38.8% | -30.1% | +4.0% |
| 1Y | -7.5% | +46.0% | -53.5% | -12.1% |
| 3Y | +110.2% | +9.5% | +100.7% | +104.0% |
| 5Y | +71.6% | +125.3% | -53.6% | +46.4% |
| All | +70.3% | +69.2% | +1.0% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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