+44.7%
DVN vs FAST
+5.4%
+39.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.7% |
| 7D | -1.3% | +1.3% | -2.6% | -1.3% |
| 30D | +12.6% | -4.7% | +17.4% | +12.6% |
| 3M | +8.1% | +7.9% | +0.2% | +8.1% |
| 6M | +10.2% | +7.4% | +2.7% | +10.7% |
| YTD | +33.8% | +25.1% | +8.7% | +33.2% |
| All | +44.7% | +5.4% | +39.4% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling