+38.6%
DVN vs FIS
-37.2%
+75.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.6% |
| 7D | +1.5% | +1.1% | +0.4% | +1.6% |
| 30D | +14.2% | -2.2% | +16.4% | +14.0% |
| 3M | +5.2% | +2.1% | +3.1% | +5.9% |
| 6M | +11.9% | -14.7% | +26.5% | +11.6% |
| YTD | +32.8% | -35.7% | +68.5% | +31.2% |
| 1Y | +38.6% | -37.1% | +75.6% | +36.6% |
| All | +38.6% | -37.2% | +75.8% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling