+14.3%
DVN vs FIVE
+873.2%
-858.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -8.8% | +7.3% | -16.2% | -10.5% |
| 30D | -10.0% | +18.1% | -28.1% | -13.7% |
| 3M | -3.7% | +7.7% | -11.4% | -6.1% |
| 6M | -3.5% | +13.6% | -17.1% | -8.0% |
| YTD | +20.8% | +34.6% | -13.8% | +9.3% |
| 1Y | +31.2% | +66.2% | -35.0% | +12.4% |
| 3Y | +5.0% | +43.5% | -38.5% | -13.1% |
| 5Y | +29.9% | +20.7% | +9.3% | +8.8% |
| 10Y | +45.5% | +541.5% | -496.0% | -18.7% |
| All | +14.3% | +873.2% | -858.9% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling