-99.6%
DFNS vs DVN
+39.9%
-139.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -7.3% | -11.0% | -23.2% |
| 7D | -27.7% | -13.9% | -13.7% | -35.9% |
| 30D | -58.0% | -8.0% | -49.9% | -60.0% |
| 3M | -94.0% | +0.8% | -94.8% | -93.8% |
| 6M | -94.6% | -12.8% | -81.8% | -94.0% |
| YTD | -99.4% | +22.7% | -122.2% | -99.5% |
| 1Y | -99.6% | +39.0% | -138.6% | -99.7% |
| All | -99.6% | +39.9% | -139.5% | -99.7% |
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