+5.3%
DVN vs FGI
-70.0%
+75.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -8.8% | -4.1% | -4.7% | -8.8% |
| 30D | -10.0% | -3.4% | -6.7% | -10.0% |
| 3M | -3.7% | +61.8% | -65.5% | -5.3% |
| 6M | -3.5% | +17.0% | -20.6% | -4.7% |
| YTD | +20.8% | +31.4% | -10.7% | +17.1% |
| 1Y | +31.2% | +42.7% | -11.4% | +25.7% |
| 3Y | +5.0% | -0.1% | +5.1% | -2.6% |
| All | +5.3% | -70.0% | +75.3% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling