+36.7%
DVN vs FFIV
+35.3%
+1.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.5% |
| 7D | +10.4% | -0.5% | +10.9% | +10.5% |
| 30D | -6.7% | -32.4% | +25.7% | +3.2% |
| 3M | +5.6% | -25.7% | +31.3% | +12.8% |
| 6M | +0.7% | -13.5% | +14.2% | +1.3% |
| YTD | +29.6% | +21.1% | +8.5% | +13.7% |
| 1Y | +36.3% | +29.4% | +6.9% | +16.2% |
| 3Y | +13.2% | +94.9% | -81.7% | -19.8% |
| All | +36.7% | +35.3% | +1.4% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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