+119.6%
DVN vs FIX
+2,166.5%
-2,046.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.3% |
| 7D | -1.3% | +6.1% | -7.4% | -2.2% |
| 30D | +12.6% | -2.7% | +15.3% | +12.9% |
| 3M | +8.1% | -10.9% | +19.1% | +9.1% |
| 6M | +10.2% | +29.0% | -18.8% | +2.5% |
| YTD | +33.8% | +76.9% | -43.1% | +15.4% |
| 1Y | +43.9% | +130.7% | -86.9% | +14.6% |
| 3Y | +1.7% | +790.7% | -788.9% | -52.3% |
| 5Y | +119.6% | +2,185.6% | -2,066.0% | -43.8% |
| All | +119.6% | +2,166.5% | -2,046.9% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling