+67.3%
DVN vs FITB
+290.8%
-223.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +4.5% | -0.3% | +4.8% | +4.7% |
| 30D | +12.0% | -5.7% | +17.6% | +16.2% |
| 3M | +13.4% | +3.2% | +10.2% | +10.0% |
| 6M | +12.1% | +23.4% | -11.3% | -5.6% |
| YTD | +38.8% | +18.8% | +20.0% | +18.8% |
| 1Y | +46.0% | +25.0% | +21.1% | +19.8% |
| 3Y | +9.5% | +131.2% | -121.7% | -45.0% |
| 5Y | +125.3% | +70.7% | +54.6% | +32.6% |
| All | +67.3% | +290.8% | -223.5% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling