+1.7%
DVN vs FAST
+91.5%
-89.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -1.3% | +1.3% | -2.6% | -1.7% |
| 30D | +12.6% | -4.7% | +17.4% | +13.9% |
| 3M | +8.1% | +7.9% | +0.2% | +5.6% |
| 6M | +10.2% | +7.4% | +2.7% | +7.3% |
| YTD | +33.8% | +25.1% | +8.7% | +23.5% |
| 1Y | +43.9% | +4.7% | +39.2% | +41.3% |
| 3Y | +1.7% | +94.7% | -93.0% | -16.9% |
| All | +1.7% | +91.5% | -89.7% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling