+40.5%
DVN vs FN
+837.6%
-797.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.9% | -11.4% | -1.8% |
| 7D | -12.8% | +16.3% | -29.1% | -15.9% |
| 30D | -12.1% | -24.7% | +12.6% | -8.2% |
| 3M | -0.7% | -34.9% | +34.2% | +5.5% |
| 6M | -5.8% | -41.1% | +35.3% | +0.2% |
| YTD | +17.9% | -19.6% | +37.6% | +12.1% |
| 1Y | +29.0% | -18.5% | +47.5% | +21.0% |
| 3Y | +6.0% | +119.1% | -113.1% | -33.5% |
| 5Y | +22.1% | +206.9% | -184.8% | -36.7% |
| 10Y | +40.5% | +826.4% | -785.9% | -47.9% |
| All | +40.5% | +837.6% | -797.1% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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