-99.9%
DFNS vs DVN
+516.0%
-615.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.4% |
| 7D | -6.3% | +4.5% | -10.9% | -5.4% |
| 30D | -74.0% | +12.0% | -85.9% | -73.3% |
| 3M | -70.1% | +13.4% | -83.5% | -68.8% |
| 6M | -93.9% | +12.1% | -106.0% | -93.6% |
| YTD | -98.1% | +38.8% | -136.9% | -97.9% |
| 1Y | -98.3% | +46.0% | -144.3% | -98.1% |
| 3Y | -99.9% | +9.5% | -109.4% | -99.9% |
| 5Y | -99.9% | +125.3% | -225.1% | -99.9% |
| All | -99.9% | +516.0% | -615.8% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling