+5.0%
DVN vs FN
+2,887.5%
-2,882.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.2% | -3.7% |
| 7D | -19.1% | 0.0% | -19.0% | -19.5% |
| 30D | -11.8% | -34.3% | +22.5% | -5.6% |
| 3M | -1.5% | -39.9% | +38.4% | +6.0% |
| 6M | -8.2% | -51.8% | +43.6% | +1.3% |
| YTD | +17.4% | -28.1% | +45.6% | +15.4% |
| 1Y | +33.5% | -29.1% | +62.6% | +30.4% |
| 3Y | -0.3% | +102.4% | -102.8% | -29.7% |
| 5Y | +22.7% | +171.7% | -148.9% | -23.0% |
| 10Y | +51.8% | +773.5% | -721.7% | -27.8% |
| All | +5.0% | +2,887.5% | -2,882.5% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling