+56.1%
DVN vs FN
+763.2%
-707.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +7.0% | +3.6% |
| 7D | +7.8% | +20.8% | -13.0% | +3.5% |
| 30D | -7.9% | -17.3% | +9.4% | -5.5% |
| 3M | +3.7% | -38.1% | +41.8% | +11.5% |
| 6M | +0.2% | -44.2% | +44.4% | +7.7% |
| YTD | +28.6% | -22.3% | +50.9% | +22.9% |
| 1Y | +34.6% | -20.9% | +55.5% | +26.8% |
| 3Y | +11.8% | +111.1% | -99.3% | -29.4% |
| 5Y | +37.6% | +191.8% | -154.3% | -28.0% |
| All | +56.1% | +763.2% | -707.1% | -42.9% |
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