+6.8%
DVN vs FDX
+59.1%
-52.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | -0.1% | -2.3% | +2.2% | +0.4% |
| 30D | +8.0% | -4.9% | +12.9% | +9.1% |
| 3M | +11.9% | -6.5% | +18.4% | +13.3% |
| 6M | +10.6% | +6.7% | +4.0% | +6.8% |
| YTD | +35.4% | +33.9% | +1.5% | +20.3% |
| 1Y | +46.5% | +72.2% | -25.7% | +18.7% |
| All | +6.8% | +59.1% | -52.3% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling