+6.0%
DVN vs FGI
0.0%
+6.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.4% |
| 7D | -12.8% | -1.4% | -11.4% | -12.8% |
| 30D | -12.1% | -3.2% | -8.9% | -12.1% |
| 3M | -0.7% | +64.1% | -64.8% | -1.2% |
| 6M | -5.8% | +17.2% | -23.0% | -6.0% |
| YTD | +17.9% | +31.6% | -13.6% | +16.5% |
| 1Y | +29.0% | +45.1% | -16.0% | +26.4% |
| 3Y | +6.0% | -2.0% | +7.9% | +3.2% |
| All | +6.0% | 0.0% | +6.0% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling