+63.1%
DVN vs FIVE
+497.8%
-434.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.9% |
| 7D | -0.1% | +1.7% | -1.8% | -0.6% |
| 30D | +8.0% | +5.0% | +3.0% | +6.3% |
| 3M | +11.9% | +29.5% | -17.6% | +3.8% |
| 6M | +10.6% | +12.4% | -1.8% | +5.1% |
| YTD | +35.4% | +31.2% | +4.2% | +22.7% |
| 1Y | +46.5% | +72.9% | -26.4% | +22.2% |
| 3Y | +3.0% | +53.0% | -50.1% | -17.9% |
| 5Y | +120.5% | +34.2% | +86.4% | +74.9% |
| All | +63.1% | +497.8% | -434.7% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling