+62.5%
DVN vs FIX
+5,928.8%
-5,866.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.8% |
| 7D | -0.1% | +3.5% | -3.6% | -1.2% |
| 30D | +8.0% | -3.5% | +11.5% | +8.8% |
| 3M | +11.9% | -11.8% | +23.7% | +13.7% |
| 6M | +10.6% | +17.8% | -7.2% | -0.2% |
| YTD | +35.4% | +73.3% | -37.9% | +4.3% |
| 1Y | +46.5% | +128.1% | -81.6% | -1.4% |
| 3Y | +3.0% | +772.7% | -769.7% | -67.2% |
| 5Y | +120.5% | +2,166.4% | -2,045.9% | -59.4% |
| 10Y | +62.5% | +6,034.5% | -5,972.0% | -78.9% |
| All | +62.5% | +5,928.8% | -5,866.4% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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