+39.0%
DVN vs FDS
+31.1%
+7.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.9% | -10.2% | -7.3% |
| 7D | -13.9% | +9.4% | -23.4% | -14.0% |
| 30D | -8.0% | +23.8% | -31.8% | -8.3% |
| 3M | +0.8% | +25.1% | -24.3% | +0.5% |
| 6M | -12.8% | +53.8% | -66.5% | -13.6% |
| YTD | +22.7% | +19.6% | +3.2% | +26.0% |
| 1Y | +39.0% | +31.6% | +7.4% | +40.5% |
| All | +39.0% | +31.1% | +7.9% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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