-21.2%
TMUS vs DVN
+39.9%
-61.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.3% | +10.4% | +3.5% |
| 7D | +7.5% | -13.9% | +21.4% | +8.5% |
| 30D | -3.3% | -8.0% | +4.7% | -3.0% |
| 3M | -9.7% | +0.8% | -10.5% | -10.1% |
| 6M | -17.2% | -12.8% | -4.5% | -16.8% |
| YTD | -20.3% | +22.7% | -43.1% | -20.7% |
| 1Y | -21.2% | +39.0% | -60.2% | -24.9% |
| All | -21.2% | +39.9% | -61.1% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling