+1,872.1%
T vs DVN
+1,159.9%
+712.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.8% |
| 7D | -1.3% | +1.5% | -2.8% | -1.5% |
| 30D | +11.4% | +14.2% | -2.8% | +9.5% |
| 3M | +14.3% | +5.2% | +9.0% | +13.4% |
| 6M | -9.3% | +11.9% | -21.1% | -10.8% |
| YTD | +7.1% | +32.8% | -25.7% | +2.9% |
| 1Y | -9.1% | +38.6% | -47.7% | -13.3% |
| 3Y | +105.3% | +0.5% | +104.8% | +100.8% |
| 5Y | +66.8% | +111.0% | -44.2% | +43.9% |
| 10Y | +66.8% | +56.1% | +10.7% | +35.2% |
| All | +1,872.1% | +1,159.9% | +712.2% | +1,337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling