+124.3%
DVN vs FDX
+62.9%
+61.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | +2.5% | -3.9% | +6.4% | +3.7% |
| 30D | +10.2% | -3.3% | +13.5% | +11.0% |
| 3M | +8.1% | -2.0% | +10.1% | +8.2% |
| 6M | +15.9% | +8.0% | +7.8% | +11.1% |
| YTD | +38.2% | +35.0% | +3.2% | +22.3% |
| 1Y | +44.5% | +73.7% | -29.2% | +16.6% |
| 3Y | +5.1% | +61.6% | -56.4% | -15.9% |
| 5Y | +124.3% | +65.4% | +58.9% | +67.1% |
| All | +124.3% | +62.9% | +61.5% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling