-6.5%
TLT vs DVN
+46.6%
-53.1%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -0.9% |
| 7D | -1.6% | +2.5% | -4.1% | -1.3% |
| 30D | -1.3% | +10.2% | -11.5% | -0.4% |
| 3M | -3.7% | +8.1% | -11.8% | -2.7% |
| 6M | -6.4% | +15.9% | -22.2% | -5.0% |
| YTD | -4.5% | +38.2% | -42.7% | -2.2% |
| All | -6.5% | +46.6% | -53.1% | -3.7% |
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