+13.2%
DVN vs FLUT
-45.9%
+59.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +10.4% | -0.7% | +11.1% | +10.4% |
| 30D | -6.7% | +9.3% | -15.9% | -7.7% |
| 3M | +5.6% | -17.5% | +23.1% | +7.4% |
| 6M | +0.7% | -14.6% | +15.3% | +1.7% |
| YTD | +29.6% | -62.3% | +91.8% | +48.5% |
| 1Y | +36.3% | -59.6% | +96.0% | +54.1% |
| 3Y | +13.2% | -45.3% | +58.4% | +24.2% |
| All | +13.2% | -45.9% | +59.1% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling