+118.6%
DVN vs FND
-63.3%
+181.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +4.5% | -5.8% | +10.3% | +5.3% |
| 30D | +12.0% | -20.2% | +32.2% | +15.0% |
| 3M | +13.4% | -12.0% | +25.4% | +14.2% |
| 6M | +12.1% | -18.5% | +30.6% | +13.6% |
| YTD | +38.8% | -22.3% | +61.1% | +41.2% |
| 1Y | +46.0% | -47.6% | +93.7% | +60.3% |
| 3Y | +9.5% | -49.8% | +59.3% | +16.4% |
| All | +118.6% | -63.3% | +181.9% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 5y: compounded portfolio wealth divided by compounded FND 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…
5y analysis · Full analysis span regression · 6 months rolling