+39.0%
DVN vs FIVE
+63.3%
-24.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.7% | -14.0% | -6.4% |
| 7D | -13.9% | +7.5% | -21.4% | -12.9% |
| 30D | -8.0% | +16.7% | -24.8% | -6.0% |
| 3M | +0.8% | +13.4% | -12.6% | +2.4% |
| 6M | -12.8% | +9.0% | -21.8% | -11.4% |
| YTD | +22.7% | +33.8% | -11.1% | +25.0% |
| 1Y | +39.0% | +61.2% | -22.2% | +41.1% |
| All | +39.0% | +63.3% | -24.3% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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