+125.1%
TLT vs DVN
+268.3%
-143.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -3.1% | +10.4% | -13.5% | -2.3% |
| 30D | +1.0% | -6.7% | +7.7% | +0.6% |
| 3M | -2.7% | +5.6% | -8.3% | -2.1% |
| 6M | -4.1% | +0.7% | -4.8% | -3.8% |
| YTD | -5.4% | +29.6% | -34.9% | -2.9% |
| 1Y | -7.0% | +36.3% | -43.3% | -4.2% |
| 3Y | +2.8% | +13.2% | -10.3% | +5.2% |
| 5Y | -35.4% | +38.6% | -74.0% | -31.3% |
| 10Y | -13.1% | +60.9% | -74.0% | -0.3% |
| All | +125.1% | +268.3% | -143.2% | +184.3% |
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