+13.2%
DVN vs FIVE
+40.0%
-26.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +10.4% | +2.7% | +7.7% | +10.0% |
| 30D | -6.7% | +12.7% | -19.4% | -7.9% |
| 3M | +5.6% | +2.1% | +3.6% | +5.1% |
| 6M | +0.7% | +17.5% | -16.8% | -1.9% |
| YTD | +29.6% | +31.0% | -1.4% | +23.4% |
| 1Y | +36.3% | +67.7% | -31.4% | +25.0% |
| 3Y | +13.2% | +43.4% | -30.2% | -9.0% |
| All | +13.2% | +40.0% | -26.8% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling