-99.9%
DFNS vs DVN
+493.5%
-593.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.6% |
| 7D | +0.8% | -1.3% | +2.1% | +0.5% |
| 30D | -73.2% | +12.6% | -85.8% | -72.5% |
| 3M | -72.4% | +8.1% | -80.6% | -71.5% |
| 6M | -95.2% | +10.2% | -105.4% | -95.0% |
| YTD | -98.0% | +33.8% | -131.8% | -97.8% |
| 1Y | -98.3% | +43.9% | -142.1% | -98.1% |
| 3Y | -99.9% | +1.7% | -101.6% | -99.9% |
| 5Y | -99.9% | +119.6% | -219.5% | -99.8% |
| All | -99.9% | +493.5% | -593.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling