+62.5%
DVN vs FAST
+506.2%
-443.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | -0.1% | +1.8% | -1.9% | -1.1% |
| 30D | +8.0% | -6.4% | +14.4% | +11.5% |
| 3M | +11.9% | +5.3% | +6.6% | +8.2% |
| 6M | +10.6% | +5.4% | +5.3% | +5.8% |
| YTD | +35.4% | +23.6% | +11.8% | +18.5% |
| 1Y | +46.5% | +4.1% | +42.4% | +40.0% |
| 3Y | +3.0% | +92.4% | -89.4% | -32.4% |
| 5Y | +120.5% | +106.1% | +14.4% | +34.2% |
| 10Y | +62.5% | +524.1% | -461.6% | -43.5% |
| All | +62.5% | +506.2% | -443.7% | -43.5% |
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