-24.7%
TMUS vs DVN
+49.4%
-74.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -5.8% | +2.5% | -8.3% | -5.9% |
| 30D | -0.2% | +10.2% | -10.4% | -0.7% |
| 3M | -4.0% | +8.1% | -12.1% | -4.5% |
| 6M | -18.1% | +15.9% | -34.0% | -18.1% |
| YTD | -11.3% | +38.2% | -49.6% | -10.6% |
| 1Y | -24.7% | +44.5% | -69.2% | -24.0% |
| All | -24.7% | +49.4% | -74.1% | -24.0% |
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