+56.1%
DVN vs FIVE
+505.3%
-449.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.3% | +3.2% |
| 7D | +7.8% | +2.4% | +5.4% | +7.1% |
| 30D | -7.9% | +15.8% | -23.8% | -11.7% |
| 3M | +3.7% | +3.8% | -0.1% | +1.8% |
| 6M | +0.2% | +18.5% | -18.3% | -6.0% |
| YTD | +28.6% | +31.2% | -2.6% | +15.8% |
| 1Y | +34.6% | +61.8% | -27.2% | +14.0% |
| 3Y | +11.8% | +39.9% | -28.1% | -8.6% |
| 5Y | +37.6% | +18.3% | +19.2% | +14.0% |
| All | +56.1% | +505.3% | -449.2% | -12.8% |
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