+39.0%
DVN vs FLUT
-63.1%
+102.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -5.0% | -7.4% |
| 7D | -13.9% | +4.2% | -18.1% | -13.9% |
| 30D | -8.0% | +8.0% | -16.0% | -8.0% |
| 3M | +0.8% | -22.1% | +22.9% | +0.8% |
| 6M | -12.8% | -21.7% | +8.9% | -12.6% |
| YTD | +22.7% | -62.0% | +84.7% | +30.1% |
| 1Y | +39.0% | -63.2% | +102.2% | +47.8% |
| All | +39.0% | -63.1% | +102.1% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling