+1,140.6%
DVN vs FDX
+4,272.5%
-3,131.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.3% |
| 7D | +10.4% | +5.2% | +5.2% | +8.6% |
| 30D | -6.7% | +11.3% | -18.0% | -10.1% |
| 3M | +5.6% | -4.1% | +9.7% | +6.5% |
| 6M | +0.7% | +9.6% | -9.0% | -3.4% |
| YTD | +29.6% | +40.9% | -11.3% | +13.3% |
| 1Y | +36.3% | +53.0% | -16.7% | +15.9% |
| 3Y | +13.2% | +74.1% | -60.9% | -9.8% |
| 5Y | +38.6% | +75.1% | -36.5% | +7.4% |
| 10Y | +60.9% | +156.9% | -96.1% | +9.6% |
| All | +1,140.6% | +4,272.5% | -3,131.9% | +486.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling