+46.0%
DVN vs FDS
-27.2%
+73.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +4.5% | -14.0% | +18.5% | +5.1% |
| 30D | +12.0% | -6.2% | +18.2% | +12.2% |
| 3M | +13.4% | +10.2% | +3.2% | +12.6% |
| 6M | +12.1% | +27.4% | -15.3% | +10.8% |
| YTD | +38.8% | -9.3% | +48.1% | +42.4% |
| 1Y | +46.0% | -28.6% | +74.7% | +56.2% |
| All | +46.0% | -27.2% | +73.3% | +56.2% |
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