+13.2%
DVN vs FDX
+74.4%
-61.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.4% |
| 7D | +10.4% | +5.2% | +5.2% | +9.1% |
| 30D | -6.7% | +11.3% | -18.0% | -9.2% |
| 3M | +5.6% | -4.1% | +9.7% | +6.5% |
| 6M | +0.7% | +9.6% | -9.0% | -2.8% |
| YTD | +29.6% | +40.9% | -11.3% | +12.8% |
| 1Y | +36.3% | +53.0% | -16.7% | +14.9% |
| 3Y | +13.2% | +74.1% | -60.9% | -15.7% |
| All | +13.2% | +74.4% | -61.3% | -15.7% |
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