+13.2%
DVN vs FDS
-23.3%
+36.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +10.4% | +1.5% | +8.9% | +10.2% |
| 30D | -6.7% | +14.8% | -21.5% | -8.2% |
| 3M | +5.6% | +16.3% | -10.7% | +3.6% |
| 6M | +0.7% | +66.2% | -65.6% | -6.5% |
| YTD | +29.6% | +16.2% | +13.3% | +29.2% |
| 1Y | +36.3% | +21.8% | +14.5% | +34.0% |
| 3Y | +13.2% | -23.9% | +37.0% | +25.7% |
| All | +13.2% | -23.3% | +36.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling