-19.7%
TSCO vs DVN
+4.6%
-24.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.7% | +4.5% | -10.2% | -6.2% |
| 30D | -8.8% | +12.0% | -20.7% | -10.2% |
| 3M | +6.3% | +13.4% | -7.1% | +4.3% |
| 6M | -32.3% | +12.1% | -44.4% | -33.8% |
| YTD | -32.7% | +38.8% | -71.5% | -36.8% |
| 1Y | -43.7% | +46.0% | -89.7% | -47.7% |
| 3Y | -19.7% | +9.5% | -29.2% | -23.9% |
| All | -19.7% | +4.6% | -24.3% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling