+227.9%
DVN vs FLR
+587.1%
-359.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +2.5% |
| 7D | -0.1% | -3.1% | +3.0% | +1.2% |
| 30D | +8.0% | +4.9% | +3.0% | +5.6% |
| 3M | +11.9% | +10.8% | +1.1% | +4.0% |
| 6M | +10.6% | +19.7% | -9.0% | -3.0% |
| YTD | +35.4% | +38.4% | -3.0% | +10.1% |
| 1Y | +46.5% | +34.7% | +11.8% | +18.4% |
| 3Y | +3.0% | +56.7% | -53.7% | -29.4% |
| 5Y | +120.5% | +241.6% | -121.1% | +1.8% |
| 10Y | +62.5% | +20.2% | +42.3% | -5.9% |
| All | +227.9% | +587.1% | -359.3% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling