-35.4%
TLT vs DVN
+120.4%
-155.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -1.6% | +4.5% | -6.1% | -1.5% |
| 30D | -1.1% | +12.0% | -13.1% | -0.7% |
| 3M | -4.9% | +13.4% | -18.3% | -4.3% |
| 6M | -5.0% | +12.1% | -17.1% | -4.5% |
| YTD | -4.4% | +38.8% | -43.2% | -3.1% |
| 1Y | -6.4% | +46.0% | -52.4% | -5.0% |
| 3Y | -2.0% | +9.5% | -11.5% | -1.5% |
| All | -35.4% | +120.4% | -155.8% | -29.1% |
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