+118.6%
DVN vs FIS
-64.9%
+183.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +4.5% | -7.9% | +12.4% | +6.2% |
| 30D | +12.0% | -8.0% | +19.9% | +13.6% |
| 3M | +13.4% | +0.6% | +12.8% | +12.5% |
| 6M | +12.1% | -22.2% | +34.3% | +17.3% |
| YTD | +38.8% | -40.8% | +79.6% | +54.8% |
| 1Y | +46.0% | -41.5% | +87.6% | +63.1% |
| 3Y | +9.5% | -25.5% | +35.0% | +13.7% |
| All | +118.6% | -64.9% | +183.6% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling