+1,171.8%
DVN vs FICO
+104,095.6%
-102,923.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -16.7% | +15.2% | +1.5% |
| 7D | +1.5% | -19.2% | +20.7% | +5.2% |
| 30D | +14.2% | -14.6% | +28.8% | +16.9% |
| 3M | +5.2% | -20.1% | +25.3% | +8.3% |
| 6M | +11.9% | -36.3% | +48.2% | +18.6% |
| YTD | +32.8% | -44.9% | +77.7% | +44.2% |
| 1Y | +38.6% | -38.6% | +77.2% | +46.1% |
| 3Y | +0.5% | +4.0% | -3.5% | -6.7% |
| 5Y | +111.0% | +99.5% | +11.5% | +68.8% |
| 10Y | +56.1% | +604.7% | -548.5% | +1.9% |
| All | +1,171.8% | +104,095.6% | -102,923.8% | +490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling