+66.6%
DVN vs FLEX
+1,045.7%
-979.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.3% | +3.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +10.2% | -11.8% | +21.9% | +14.5% |
| 3M | +8.1% | -22.6% | +30.7% | +14.5% |
| 6M | +15.9% | +77.3% | -61.4% | -20.7% |
| YTD | +38.2% | +78.8% | -40.5% | -7.2% |
| 1Y | +44.5% | +86.1% | -41.6% | -6.7% |
| 3Y | +5.1% | +446.2% | -441.1% | -63.4% |
| 5Y | +124.3% | +689.7% | -565.4% | -38.1% |
| All | +66.6% | +1,045.7% | -979.2% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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