+66.6%
DVN vs FE
+114.8%
-48.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +2.5% | -1.7% | +4.2% | +3.1% |
| 30D | +10.2% | -1.3% | +11.4% | +10.6% |
| 3M | +8.1% | +0.6% | +7.5% | +7.8% |
| 6M | +15.9% | -6.8% | +22.7% | +18.2% |
| YTD | +38.2% | +6.4% | +31.8% | +34.8% |
| 1Y | +44.5% | +11.3% | +33.2% | +38.7% |
| 3Y | +5.1% | +47.1% | -41.9% | -9.7% |
| 5Y | +124.3% | +50.4% | +73.9% | +90.9% |
| All | +66.6% | +114.8% | -48.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling