+124.3%
DVN vs FITB
+68.4%
+55.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | +2.5% | -1.0% | +3.5% | +3.0% |
| 30D | +10.2% | -5.5% | +15.7% | +12.9% |
| 3M | +8.1% | +4.1% | +4.0% | +5.4% |
| 6M | +15.9% | +18.7% | -2.8% | +4.7% |
| YTD | +38.2% | +18.2% | +20.1% | +24.5% |
| 1Y | +44.5% | +23.7% | +20.8% | +26.6% |
| 3Y | +5.1% | +130.8% | -125.6% | -34.6% |
| 5Y | +124.3% | +69.8% | +54.5% | +35.7% |
| All | +124.3% | +68.4% | +55.9% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling