+1,056.2%
DVN vs FAST
+78,946.0%
-77,889.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -8.8% | +4.8% | -13.6% | -10.0% |
| 30D | -10.0% | +8.6% | -18.7% | -12.2% |
| 3M | -3.7% | +5.7% | -9.4% | -5.3% |
| 6M | -3.5% | +25.5% | -29.0% | -9.8% |
| YTD | +20.8% | +39.6% | -18.9% | +9.2% |
| 1Y | +31.2% | +35.5% | -4.2% | +19.5% |
| 3Y | +5.0% | +96.2% | -91.2% | -14.2% |
| 5Y | +29.9% | +110.2% | -80.3% | +3.1% |
| 10Y | +45.5% | +531.8% | -486.4% | -11.4% |
| All | +1,056.2% | +78,946.0% | -77,889.8% | +248.4% |
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