+131.2%
TLT vs DVN
+280.2%
-149.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.4% | -1.3% | +1.7% | +0.3% |
| 30D | -0.3% | +12.6% | -12.9% | +0.7% |
| 3M | -1.7% | +8.1% | -9.9% | -1.0% |
| 6M | -4.9% | +10.2% | -15.1% | -3.9% |
| YTD | -2.8% | +33.8% | -36.6% | -0.2% |
| 1Y | -4.2% | +43.9% | -48.1% | -0.9% |
| 3Y | -1.1% | +1.7% | -2.8% | +0.3% |
| 5Y | -33.7% | +119.6% | -153.3% | -26.7% |
| 10Y | -20.7% | +53.7% | -74.4% | -9.5% |
| All | +131.2% | +280.2% | -149.0% | +192.3% |
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