+66.6%
DVN vs FIVE
+483.6%
-417.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.7% |
| 7D | +2.5% | +0.6% | +2.0% | +2.3% |
| 30D | +10.2% | +3.0% | +7.2% | +9.0% |
| 3M | +8.1% | +23.2% | -15.1% | +1.5% |
| 6M | +15.9% | +9.2% | +6.7% | +10.9% |
| YTD | +38.2% | +28.1% | +10.1% | +26.1% |
| 1Y | +44.5% | +65.3% | -20.8% | +22.0% |
| 3Y | +5.1% | +49.4% | -44.3% | -15.6% |
| 5Y | +124.3% | +29.5% | +94.8% | +79.8% |
| All | +66.6% | +483.6% | -417.1% | -7.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling