+45.5%
DVN vs FIX
+3,723.8%
-3,678.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | -8.8% | -13.9% | +5.1% | -5.0% |
| 30D | -10.0% | -35.5% | +25.5% | +1.6% |
| 3M | -3.7% | -33.9% | +30.3% | +7.2% |
| 6M | -3.5% | -43.3% | +39.8% | +10.2% |
| YTD | +20.8% | +18.7% | +2.1% | +2.4% |
| 1Y | +31.2% | +13.8% | +17.5% | +11.9% |
| 3Y | +5.0% | +495.0% | -490.0% | -63.4% |
| 5Y | +29.9% | +1,049.0% | -1,019.1% | -69.8% |
| 10Y | +45.5% | +3,644.4% | -3,599.0% | -77.8% |
| All | +45.5% | +3,723.8% | -3,678.4% | -77.8% |
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