+78.3%
DVN vs FND
+57.3%
+21.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | +8.0% | -19.6% | +27.6% | +13.6% |
| 3M | +11.9% | -4.3% | +16.3% | +11.0% |
| 6M | +10.6% | -20.4% | +31.1% | +13.4% |
| YTD | +35.4% | -21.9% | +57.2% | +38.5% |
| 1Y | +46.5% | -45.2% | +91.7% | +64.9% |
| 3Y | +3.0% | -49.2% | +52.2% | +12.6% |
| 5Y | +120.5% | -61.8% | +182.3% | +147.6% |
| All | +78.3% | +57.3% | +21.0% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling