+214.8%
TER vs DVN
+49.4%
+165.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.1% |
| 7D | +9.4% | +2.5% | +6.9% | +10.0% |
| 30D | -2.4% | +10.2% | -12.6% | -0.3% |
| 3M | +6.5% | +8.1% | -1.6% | +9.3% |
| 6M | +23.2% | +15.9% | +7.3% | +21.9% |
| YTD | +91.5% | +38.2% | +53.2% | +85.3% |
| 1Y | +214.8% | +44.5% | +170.3% | +197.0% |
| All | +214.8% | +49.4% | +165.5% | +197.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling