+228.2%
TER vs DVN
+124.0%
+104.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.8% |
| 7D | +12.4% | -0.1% | +12.5% | +12.4% |
| 30D | +5.1% | +8.0% | -2.8% | +3.0% |
| 3M | +4.0% | +11.9% | -8.0% | +0.2% |
| 6M | +29.5% | +10.6% | +18.9% | +23.0% |
| YTD | +98.5% | +35.4% | +63.1% | +76.3% |
| 1Y | +234.1% | +46.5% | +187.6% | +187.8% |
| 3Y | +289.0% | +3.0% | +286.1% | +261.2% |
| 5Y | +228.2% | +120.5% | +107.6% | +167.0% |
| All | +228.2% | +124.0% | +104.2% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling