+18.8%
DVN vs FN
+3,620.5%
-3,601.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -2.1% |
| 7D | +1.5% | -1.7% | +3.2% | +1.8% |
| 30D | +14.2% | -22.0% | +36.2% | +18.7% |
| 3M | +5.2% | -43.0% | +48.2% | +15.0% |
| 6M | +11.9% | -27.7% | +39.6% | +13.7% |
| YTD | +32.8% | -10.5% | +43.3% | +27.2% |
| 1Y | +38.6% | +12.5% | +26.1% | +24.3% |
| 3Y | +0.5% | +153.8% | -153.3% | -31.2% |
| 5Y | +111.0% | +288.0% | -177.0% | +24.3% |
| 10Y | +56.1% | +906.4% | -850.3% | -26.7% |
| All | +18.8% | +3,620.5% | -3,601.7% | -57.8% |
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