+14,183.4%
TER vs DVN
+1,159.9%
+13,023.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.9% |
| 7D | +0.6% | +1.5% | -0.9% | +0.1% |
| 30D | -8.3% | +14.2% | -22.5% | -11.7% |
| 3M | -12.2% | +5.2% | -17.5% | -14.1% |
| 6M | +17.1% | +11.9% | +5.2% | +11.0% |
| YTD | +84.7% | +32.8% | +51.8% | +66.6% |
| 1Y | +199.9% | +38.6% | +161.3% | +166.2% |
| 3Y | +232.8% | +0.5% | +232.2% | +218.4% |
| 5Y | +198.6% | +111.0% | +87.5% | +122.3% |
| 10Y | +1,669.7% | +56.1% | +1,613.6% | +1,089.8% |
| All | +14,183.4% | +1,159.9% | +13,023.5% | +6,035.3% |
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