+57.3%
DVN vs FDS
+127.7%
-70.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +10.4% | +1.5% | +8.9% | +9.8% |
| 30D | -6.7% | +14.8% | -21.5% | -12.0% |
| 3M | +5.6% | +16.3% | -10.7% | -1.7% |
| 6M | +0.7% | +66.2% | -65.6% | -21.1% |
| YTD | +29.6% | +16.2% | +13.3% | +16.9% |
| 1Y | +36.3% | +21.8% | +14.5% | +19.6% |
| 3Y | +13.2% | -23.9% | +37.0% | +23.4% |
| 5Y | +38.6% | -23.1% | +61.7% | +46.7% |
| All | +57.3% | +127.7% | -70.4% | +3.4% |
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