+237.8%
TMUS vs DVN
+61.6%
+176.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +4.9% | +10.4% | -5.5% | +3.6% |
| 30D | +7.7% | -6.7% | +14.4% | +8.4% |
| 3M | -6.8% | +5.6% | -12.4% | -7.7% |
| 6M | -9.7% | +0.7% | -10.4% | -10.2% |
| YTD | -15.0% | +29.6% | -44.5% | -18.3% |
| 1Y | -19.1% | +36.3% | -55.4% | -22.9% |
| 3Y | +21.4% | +13.2% | +8.3% | +16.8% |
| 5Y | +51.2% | +38.6% | +12.6% | +37.4% |
| All | +237.8% | +61.6% | +176.1% | +148.2% |
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