+1,171.8%
DVN vs FDX
+4,233.7%
-3,061.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +1.5% | -2.5% | +4.0% | +2.3% |
| 30D | +14.2% | +3.8% | +10.4% | +12.6% |
| 3M | +5.2% | -1.3% | +6.5% | +5.1% |
| 6M | +11.9% | +5.0% | +6.9% | +8.3% |
| YTD | +32.8% | +39.6% | -6.8% | +16.9% |
| 1Y | +38.6% | +81.1% | -42.5% | +11.7% |
| 3Y | +0.5% | +63.0% | -62.5% | -18.0% |
| 5Y | +111.0% | +65.6% | +45.4% | +66.6% |
| 10Y | +56.1% | +183.4% | -127.2% | +4.3% |
| All | +1,171.8% | +4,233.7% | -3,061.8% | +505.5% |
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