+9.5%
DVN vs FLR
+54.2%
-44.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | +4.5% | -3.5% | +8.0% | +5.0% |
| 30D | +12.0% | +4.2% | +7.8% | +11.3% |
| 3M | +13.4% | +8.1% | +5.3% | +11.5% |
| 6M | +12.1% | +21.5% | -9.4% | +6.8% |
| YTD | +38.8% | +36.8% | +2.1% | +28.2% |
| 1Y | +46.0% | +31.2% | +14.8% | +34.6% |
| 3Y | +9.5% | +53.9% | -44.4% | -12.8% |
| All | +9.5% | +54.2% | -44.7% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling