+57.3%
DVN vs FIX
+3,564.5%
-3,507.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.2% |
| 7D | +10.4% | +9.4% | +0.9% | +7.1% |
| 30D | -6.7% | -27.8% | +21.1% | +1.7% |
| 3M | +5.6% | -35.6% | +41.2% | +18.5% |
| 6M | +0.7% | -45.2% | +45.9% | +16.4% |
| YTD | +29.6% | +19.5% | +10.1% | +9.6% |
| 1Y | +36.3% | +24.2% | +12.1% | +12.5% |
| 3Y | +13.2% | +494.2% | -481.0% | -60.5% |
| 5Y | +38.6% | +1,036.1% | -997.5% | -67.6% |
| All | +57.3% | +3,564.5% | -3,507.3% | -76.8% |
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