+25.7%
DVN vs FIVE
+868.1%
-842.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -2.7% |
| 7D | +1.5% | +4.3% | -2.8% | +0.4% |
| 30D | +14.2% | +12.5% | +1.7% | +10.6% |
| 3M | +5.2% | +31.2% | -26.0% | -2.1% |
| 6M | +11.9% | +14.4% | -2.5% | +6.4% |
| YTD | +32.8% | +33.9% | -1.1% | +21.0% |
| 1Y | +38.6% | +65.1% | -26.5% | +19.2% |
| 3Y | +0.5% | +49.0% | -48.4% | -17.3% |
| 5Y | +111.0% | +30.3% | +80.7% | +73.1% |
| 10Y | +56.1% | +481.1% | -425.0% | -11.1% |
| All | +25.7% | +868.1% | -842.4% | -38.4% |
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