-43.7%
TSCO vs DVN
+47.2%
-90.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -5.7% | +4.5% | -10.2% | -5.8% |
| 30D | -8.8% | +12.0% | -20.7% | -9.2% |
| 3M | +6.3% | +13.4% | -7.1% | +5.7% |
| 6M | -32.3% | +12.1% | -44.4% | -33.5% |
| YTD | -32.7% | +38.8% | -71.5% | -37.3% |
| 1Y | -43.7% | +46.0% | -89.7% | -48.5% |
| All | -43.7% | +47.2% | -90.9% | -48.5% |
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