+36.7%
DVN vs FICO
+91.4%
-54.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +10.4% | +2.2% | +8.1% | +10.1% |
| 30D | -6.7% | +0.1% | -6.8% | -6.9% |
| 3M | +5.6% | -35.2% | +40.8% | +9.0% |
| 6M | +0.7% | -32.4% | +33.0% | +2.8% |
| YTD | +29.6% | -57.4% | +87.0% | +39.7% |
| 1Y | +36.3% | -58.5% | +94.9% | +47.4% |
| 3Y | +13.2% | -28.9% | +42.0% | +8.3% |
| All | +36.7% | +91.4% | -54.8% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling