+67.3%
DVN vs FN
+954.1%
-886.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.1% |
| 7D | +4.5% | +1.8% | +2.8% | +4.1% |
| 30D | +12.0% | -27.5% | +39.5% | +18.8% |
| 3M | +13.4% | -28.8% | +42.2% | +19.0% |
| 6M | +12.1% | -20.9% | +33.0% | +11.7% |
| YTD | +38.8% | -8.9% | +47.8% | +31.0% |
| 1Y | +46.0% | +14.5% | +31.6% | +27.3% |
| 3Y | +9.5% | +172.6% | -163.1% | -34.3% |
| 5Y | +125.3% | +300.6% | -175.3% | +8.9% |
| All | +67.3% | +954.1% | -886.8% | -43.1% |
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