+1,171.8%
DVN vs FAST
+71,032.6%
-69,860.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.7% |
| 7D | +1.5% | -0.4% | +1.9% | +1.6% |
| 30D | +14.2% | -0.8% | +15.0% | +14.4% |
| 3M | +5.2% | +5.8% | -0.5% | +3.3% |
| 6M | +11.9% | +8.0% | +3.9% | +8.7% |
| YTD | +32.8% | +25.6% | +7.2% | +23.8% |
| 1Y | +38.6% | +0.8% | +37.8% | +36.7% |
| 3Y | +0.5% | +86.1% | -85.6% | -16.7% |
| 5Y | +111.0% | +100.2% | +10.8% | +69.8% |
| 10Y | +56.1% | +494.2% | -438.0% | -3.1% |
| All | +1,171.8% | +71,032.6% | -69,860.8% | +294.9% |
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 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