+352.9%
DVN vs FFIV
+5,932.0%
-5,579.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.1% |
| 7D | +10.4% | -0.5% | +10.9% | +10.4% |
| 30D | -6.7% | -32.4% | +25.7% | -2.7% |
| 3M | +5.6% | -25.7% | +31.3% | +8.8% |
| 6M | +0.7% | -13.5% | +14.2% | +1.6% |
| YTD | +29.6% | +21.1% | +8.5% | +25.3% |
| 1Y | +36.3% | +29.4% | +6.9% | +30.7% |
| 3Y | +13.2% | +94.9% | -81.7% | +3.2% |
| 5Y | +38.6% | +34.7% | +3.9% | +31.2% |
| 10Y | +60.9% | +119.0% | -58.1% | +44.9% |
| All | +352.9% | +5,932.0% | -5,579.1% | +276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling