+66.6%
DVN vs FLUT
-11.0%
+77.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | +2.5% | -3.6% | +6.1% | +2.9% |
| 30D | +10.2% | -0.3% | +10.5% | +10.1% |
| 3M | +8.1% | -12.6% | +20.7% | +9.2% |
| 6M | +15.9% | -8.0% | +23.9% | +16.1% |
| YTD | +38.2% | -54.1% | +92.4% | +48.8% |
| 1Y | +44.5% | -66.1% | +110.6% | +60.4% |
| 3Y | +5.1% | -45.0% | +50.2% | +10.0% |
| 5Y | +124.3% | -51.2% | +175.5% | +127.8% |
| All | +66.6% | -11.0% | +77.6% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling