+1,180.8%
DVN vs FITB
+2,836.2%
-1,655.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -1.3% | +2.8% | -4.2% | -2.1% |
| 30D | +12.6% | -4.5% | +17.1% | +13.9% |
| 3M | +8.1% | +5.7% | +2.5% | +6.2% |
| 6M | +10.2% | +17.1% | -6.9% | +4.5% |
| YTD | +33.8% | +18.3% | +15.4% | +26.3% |
| 1Y | +43.9% | +23.9% | +20.0% | +34.0% |
| 3Y | +1.7% | +131.1% | -129.4% | -20.5% |
| 5Y | +119.6% | +71.1% | +48.5% | +84.8% |
| 10Y | +53.7% | +283.9% | -230.1% | +10.7% |
| All | +1,180.8% | +2,836.2% | -1,655.4% | +550.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling