+16.6%
DVN vs FGI
-69.8%
+86.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.7% |
| 7D | -1.3% | +5.2% | -6.5% | -1.4% |
| 30D | +12.6% | +65.2% | -52.6% | +10.7% |
| 3M | +8.1% | +30.2% | -22.0% | +6.7% |
| 6M | +10.2% | +87.8% | -77.7% | +5.6% |
| YTD | +33.8% | +32.5% | +1.3% | +29.7% |
| 1Y | +43.9% | +93.6% | -49.7% | +32.6% |
| 3Y | +1.7% | -2.6% | +4.3% | -5.5% |
| All | +16.6% | -69.8% | +86.4% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling