+119.6%
DVN vs FE
+48.2%
+71.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -1.3% | +0.6% | -2.0% | -1.5% |
| 30D | +12.6% | -2.1% | +14.8% | +13.4% |
| 3M | +8.1% | +2.6% | +5.5% | +7.1% |
| 6M | +10.2% | -6.8% | +16.9% | +12.6% |
| YTD | +33.8% | +6.9% | +26.9% | +29.8% |
| 1Y | +43.9% | +11.6% | +32.3% | +37.3% |
| 3Y | +1.7% | +47.7% | -46.0% | -16.7% |
| 5Y | +119.6% | +46.2% | +73.4% | +89.3% |
| All | +119.6% | +48.2% | +71.4% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling