-99.9%
DFNS vs DVN
+124.0%
-223.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.2% |
| 7D | +4.6% | -0.1% | +4.7% | +4.7% |
| 30D | -73.9% | +8.0% | -81.9% | -73.2% |
| 3M | -71.7% | +11.9% | -83.6% | -70.0% |
| 6M | -94.6% | +10.6% | -105.2% | -94.2% |
| YTD | -98.1% | +35.4% | -133.4% | -97.9% |
| 1Y | -98.3% | +46.5% | -144.8% | -98.1% |
| 3Y | -99.9% | +3.0% | -102.8% | -99.9% |
| 5Y | -99.9% | +120.5% | -220.4% | -99.8% |
| All | -99.9% | +124.0% | -223.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling