+30.9%
DVN vs FN
-18.6%
+49.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.9% | -2.3% | +3.7% |
| 7D | +1.9% | +8.0% | -6.1% | +2.2% |
| 30D | -8.2% | -19.1% | +11.0% | -8.8% |
| 3M | -0.3% | -29.8% | +29.5% | -1.1% |
| 6M | -2.5% | -43.2% | +40.7% | -3.0% |
| YTD | +25.0% | -18.9% | +44.0% | +26.1% |
| All | +30.9% | -18.6% | +49.4% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling