-98.3%
DFNS vs DVN
+41.2%
-139.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | -0.4% |
| 7D | -16.0% | +1.5% | -17.5% | -15.0% |
| 30D | -77.7% | +14.2% | -91.9% | -75.6% |
| 3M | -77.2% | +5.2% | -82.4% | -75.2% |
| 6M | -95.2% | +11.9% | -107.1% | -95.0% |
| YTD | -98.0% | +32.8% | -130.8% | -98.1% |
| 1Y | -98.3% | +38.6% | -136.8% | -98.4% |
| All | -98.3% | +41.2% | -139.4% | -98.4% |
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