+44.5%
DVN vs FE
+11.5%
+33.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +2.5% | -1.7% | +4.2% | +2.7% |
| 30D | +10.2% | -1.3% | +11.4% | +10.3% |
| 3M | +8.1% | +0.6% | +7.5% | +8.1% |
| 6M | +15.9% | -6.8% | +22.7% | +17.9% |
| YTD | +38.2% | +6.4% | +31.8% | +32.3% |
| 1Y | +44.5% | +11.3% | +33.2% | +26.2% |
| All | +44.5% | +11.5% | +33.0% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling