+56.1%
DVN vs FAST
+546.1%
-490.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +7.8% | +5.0% | +2.8% | +5.2% |
| 30D | -7.9% | +8.6% | -16.5% | -11.9% |
| 3M | +3.7% | +6.9% | -3.2% | -0.1% |
| 6M | +0.2% | +29.6% | -29.4% | -13.3% |
| YTD | +28.6% | +41.4% | -12.8% | +4.8% |
| 1Y | +34.6% | +38.5% | -3.9% | +10.7% |
| 3Y | +11.8% | +98.7% | -86.9% | -27.2% |
| 5Y | +37.6% | +108.0% | -70.5% | -15.4% |
| All | +56.1% | +546.1% | -490.0% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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