+995.4%
TER vs DVN
+61.6%
+933.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.1% | -5.6% |
| 7D | +14.4% | +10.4% | +4.0% | +11.6% |
| 30D | -30.6% | -6.7% | -23.9% | -29.4% |
| 3M | -39.2% | +5.6% | -44.8% | -40.1% |
| 6M | -31.3% | +0.7% | -31.9% | -32.2% |
| YTD | +29.1% | +29.6% | -0.5% | +17.7% |
| 1Y | +47.4% | +36.3% | +11.1% | +32.4% |
| 3Y | +191.2% | +13.2% | +178.1% | +170.6% |
| 5Y | +74.0% | +38.6% | +35.4% | +49.2% |
| All | +995.4% | +61.6% | +933.8% | +626.5% |
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