+53.7%
DVN vs FICO
+607.5%
-553.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.3% | -15.4% | +14.1% | +3.3% |
| 30D | +12.6% | -10.4% | +23.0% | +15.4% |
| 3M | +8.1% | -22.7% | +30.8% | +14.4% |
| 6M | +10.2% | -36.8% | +46.9% | +22.2% |
| YTD | +33.8% | -44.8% | +78.6% | +54.8% |
| 1Y | +43.9% | -39.3% | +83.2% | +57.5% |
| 3Y | +1.7% | +3.7% | -2.0% | -19.0% |
| 5Y | +119.6% | +101.7% | +17.9% | +17.4% |
| 10Y | +53.7% | +602.8% | -549.0% | -51.4% |
| All | +53.7% | +607.5% | -553.8% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling