+307.2%
DVN vs FIX
+8,590.7%
-8,283.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -9.0% | -1.6% |
| 7D | -12.8% | -7.2% | -5.6% | -11.8% |
| 30D | -12.1% | -35.1% | +23.0% | -4.4% |
| 3M | -0.7% | -34.3% | +33.6% | +7.2% |
| 6M | -5.8% | -42.9% | +37.2% | +3.4% |
| YTD | +17.9% | +19.5% | -1.5% | +7.4% |
| 1Y | +29.0% | +16.8% | +12.2% | +17.4% |
| 3Y | +6.0% | +506.7% | -500.7% | -38.9% |
| 5Y | +22.1% | +1,046.7% | -1,024.6% | -40.5% |
| 10Y | +40.5% | +3,800.0% | -3,759.5% | -47.7% |
| All | +307.2% | +8,590.7% | -8,283.5% | +16.5% |
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