+275.1%
DVN vs FE
+561.4%
-286.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | +1.5% | +1.9% | -0.4% | +0.6% |
| 30D | +14.2% | -1.2% | +15.3% | +14.7% |
| 3M | +5.2% | +3.5% | +1.8% | +3.5% |
| 6M | +11.9% | -6.1% | +17.9% | +14.4% |
| YTD | +32.8% | +7.6% | +25.2% | +27.8% |
| 1Y | +38.6% | +11.9% | +26.7% | +31.0% |
| 3Y | +0.5% | +48.4% | -47.9% | -17.9% |
| 5Y | +111.0% | +44.8% | +66.2% | +73.1% |
| 10Y | +56.1% | +115.9% | -59.8% | -0.3% |
| All | +275.1% | +561.4% | -286.3% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling