+67.3%
DVN vs FDS
+64.8%
+2.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | +4.5% | -14.0% | +18.5% | +10.7% |
| 30D | +12.0% | -6.2% | +18.2% | +14.2% |
| 3M | +13.4% | +10.2% | +3.2% | +6.6% |
| 6M | +12.1% | +27.4% | -15.3% | -2.9% |
| YTD | +38.8% | -9.3% | +48.1% | +39.1% |
| 1Y | +46.0% | -28.6% | +74.7% | +64.0% |
| 3Y | +9.5% | -36.8% | +46.3% | +27.9% |
| 5Y | +125.3% | -28.6% | +153.9% | +137.2% |
| All | +67.3% | +64.8% | +2.5% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling