+1,024.2%
DVN vs FICO
+78,645.2%
-77,620.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -19.1% | -0.9% | -18.1% | -18.9% |
| 30D | -11.8% | +3.3% | -15.2% | -12.8% |
| 3M | -1.5% | -31.7% | +30.3% | +3.5% |
| 6M | -8.2% | -34.0% | +25.8% | -4.0% |
| YTD | +17.4% | -58.3% | +75.7% | +32.0% |
| 1Y | +33.5% | -57.9% | +91.4% | +49.5% |
| 3Y | -0.3% | -24.1% | +23.7% | -3.4% |
| 5Y | +22.7% | +85.3% | -62.6% | -2.3% |
| 10Y | +51.8% | +520.3% | -468.5% | +0.4% |
| All | +1,024.2% | +78,645.2% | -77,620.9% | +440.5% |
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