+328.6%
TMO vs DVN
+69.2%
+259.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.6% | +4.5% | -5.2% | -1.1% |
| 30D | +1.1% | +12.0% | -10.8% | 0.0% |
| 3M | +28.3% | +13.4% | +14.9% | +26.6% |
| 6M | +23.3% | +12.1% | +11.2% | +21.3% |
| YTD | +5.5% | +38.8% | -33.4% | +1.3% |
| 1Y | +24.5% | +46.0% | -21.5% | +18.8% |
| 3Y | +19.6% | +9.5% | +10.1% | +16.0% |
| 5Y | +8.1% | +125.3% | -117.1% | -1.4% |
| All | +328.6% | +69.2% | +259.4% | +283.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling