+67.3%
DVN vs FDX
+182.5%
-115.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +4.5% | -3.3% | +7.8% | +6.3% |
| 30D | +12.0% | -4.5% | +16.5% | +14.3% |
| 3M | +13.4% | -7.3% | +20.7% | +17.2% |
| 6M | +12.1% | +7.5% | +4.6% | +4.7% |
| YTD | +38.8% | +35.1% | +3.7% | +13.8% |
| 1Y | +46.0% | +71.4% | -25.4% | +4.4% |
| 3Y | +9.5% | +60.8% | -51.3% | -23.6% |
| 5Y | +125.3% | +65.5% | +59.8% | +44.8% |
| All | +67.3% | +182.5% | -115.2% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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