-0.9%
TLT vs DVN
+2.0%
-2.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.5% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | 0.0% | +8.0% | -8.0% | +0.3% |
| 3M | -2.9% | +11.9% | -14.8% | -2.4% |
| 6M | -6.3% | +10.6% | -16.9% | -5.8% |
| YTD | -3.3% | +35.4% | -38.7% | -2.6% |
| 1Y | -4.2% | +46.5% | -50.7% | -3.3% |
| All | -0.9% | +2.0% | -2.9% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling