+1.7%
DVN vs FIVE
+59.0%
-57.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.3% | +3.7% | -5.0% | -1.8% |
| 30D | +12.6% | +4.0% | +8.6% | +11.9% |
| 3M | +8.1% | +36.2% | -28.1% | +3.8% |
| 6M | +10.2% | +18.0% | -7.9% | +6.9% |
| YTD | +33.8% | +34.9% | -1.1% | +27.0% |
| 1Y | +43.9% | +67.9% | -24.0% | +31.7% |
| 3Y | +1.7% | +57.3% | -55.6% | -19.7% |
| All | +1.7% | +59.0% | -57.3% | -19.7% |
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