+25.8%
DVN vs FANG
+1,412.9%
-1,387.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +4.5% | +2.9% | +1.6% | +2.2% |
| 30D | +12.0% | +2.6% | +9.4% | +9.8% |
| 3M | +13.4% | +7.6% | +5.8% | +7.1% |
| 6M | +12.1% | +17.3% | -5.2% | -1.1% |
| YTD | +38.8% | +38.7% | +0.1% | +7.5% |
| 1Y | +46.0% | +51.6% | -5.6% | +5.6% |
| 3Y | +9.5% | +50.0% | -40.5% | -20.2% |
| 5Y | +125.3% | +237.6% | -112.3% | -7.5% |
| 10Y | +66.6% | +180.7% | -114.1% | -32.0% |
| All | +25.8% | +1,412.9% | -1,387.1% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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