+41.9%
TMUS vs DVN
+124.0%
-82.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | +0.1% | +8.0% | -7.9% | -0.6% |
| 3M | -0.6% | +11.9% | -12.5% | -1.7% |
| 6M | -17.5% | +10.6% | -28.2% | -18.5% |
| YTD | -11.3% | +35.4% | -46.6% | -13.9% |
| 1Y | -25.4% | +46.5% | -71.9% | -28.3% |
| 3Y | +35.5% | +3.0% | +32.6% | +33.6% |
| 5Y | +41.9% | +120.5% | -78.6% | +23.3% |
| All | +41.9% | +124.0% | -82.1% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling