+364.3%
DVN vs FFIV
+7,518.9%
-7,154.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +1.5% | -1.0% | +2.5% | +1.6% |
| 30D | +14.2% | -5.1% | +19.3% | +14.8% |
| 3M | +5.2% | -4.5% | +9.7% | +5.5% |
| 6M | +11.9% | +36.5% | -24.6% | +7.4% |
| YTD | +32.8% | +53.0% | -20.1% | +25.5% |
| 1Y | +38.6% | +24.2% | +14.4% | +34.0% |
| 3Y | +0.5% | +137.2% | -136.7% | -10.0% |
| 5Y | +111.0% | +91.8% | +19.3% | +92.7% |
| 10Y | +56.1% | +215.2% | -159.0% | +35.9% |
| All | +364.3% | +7,518.9% | -7,154.6% | +276.9% |
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