+1,024.2%
DVN vs FAST
+76,279.5%
-75,255.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -19.1% | +2.1% | -21.1% | -19.6% |
| 30D | -11.8% | +6.9% | -18.7% | -13.5% |
| 3M | -1.5% | +4.8% | -6.3% | -2.9% |
| 6M | -8.2% | +19.8% | -28.0% | -13.1% |
| YTD | +17.4% | +34.9% | -17.5% | +7.2% |
| 1Y | +33.5% | +32.8% | +0.7% | +22.2% |
| 3Y | -0.3% | +93.7% | -94.1% | -18.3% |
| 5Y | +22.7% | +105.3% | -82.6% | -2.0% |
| 10Y | +51.8% | +595.4% | -543.5% | -9.4% |
| All | +1,024.2% | +76,279.5% | -75,255.2% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling