+9.5%
DVN vs FOXA
+117.6%
-108.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | +0.1% |
| 7D | +4.5% | +0.8% | +3.7% | +4.3% |
| 30D | +12.0% | +5.0% | +6.9% | +10.3% |
| 3M | +13.4% | -3.0% | +16.4% | +14.2% |
| 6M | +12.1% | +14.8% | -2.7% | +5.9% |
| YTD | +38.8% | -8.9% | +47.7% | +42.8% |
| 1Y | +46.0% | +13.3% | +32.7% | +35.9% |
| 3Y | +9.5% | +115.4% | -105.9% | -18.7% |
| All | +9.5% | +117.6% | -108.1% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 3y: compounded portfolio wealth divided by compounded FOXA 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…
3y analysis · Full analysis span regression · 6 months rolling