-0.3%
DVN vs FICO
-24.3%
+24.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -19.1% | -0.9% | -18.1% | -19.0% |
| 30D | -11.8% | +3.3% | -15.2% | -12.1% |
| 3M | -1.5% | -31.7% | +30.3% | -0.5% |
| 6M | -8.2% | -34.0% | +25.8% | -7.5% |
| YTD | +17.4% | -58.3% | +75.7% | +22.5% |
| 1Y | +33.5% | -57.9% | +91.4% | +38.9% |
| 3Y | -0.3% | -24.1% | +23.7% | -4.9% |
| All | -0.3% | -24.3% | +24.0% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling