+317.5%
TMUS vs DVN
+69.2%
+248.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | +0.4% | +4.5% | -4.1% | -0.1% |
| 30D | +3.5% | +12.0% | -8.4% | +2.0% |
| 3M | -1.3% | +13.4% | -14.7% | -3.0% |
| 6M | -13.6% | +12.1% | -25.7% | -15.2% |
| YTD | -8.8% | +38.8% | -47.6% | -12.9% |
| 1Y | -22.9% | +46.0% | -68.9% | -27.0% |
| 3Y | +36.7% | +9.5% | +27.2% | +32.4% |
| 5Y | +46.6% | +125.3% | -78.7% | +24.5% |
| All | +317.5% | +69.2% | +248.3% | +204.8% |
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