+358.6%
DVN vs FIX
+12,471.5%
-12,112.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | +1.5% | +6.0% | -4.5% | +0.2% |
| 30D | +14.2% | -7.2% | +21.4% | +15.8% |
| 3M | +5.2% | -15.9% | +21.1% | +7.7% |
| 6M | +11.9% | +12.7% | -0.9% | +5.8% |
| YTD | +32.8% | +72.8% | -40.0% | +13.0% |
| 1Y | +38.6% | +122.9% | -84.3% | +9.5% |
| 3Y | +0.5% | +774.3% | -773.8% | -46.0% |
| 5Y | +111.0% | +2,049.5% | -1,938.4% | -9.5% |
| 10Y | +56.1% | +5,821.5% | -5,765.3% | -46.3% |
| All | +358.6% | +12,471.5% | -12,112.9% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling