+12.8%
DVN vs FTAI
+2,361.6%
-2,348.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +3.0% |
| 7D | +2.5% | -9.7% | +12.2% | +5.6% |
| 30D | +10.2% | -20.0% | +30.2% | +17.1% |
| 3M | +8.1% | -20.1% | +28.2% | +12.6% |
| 6M | +15.9% | -33.3% | +49.2% | +22.7% |
| YTD | +38.2% | -8.0% | +46.2% | +28.5% |
| 1Y | +44.5% | +8.0% | +36.5% | +24.4% |
| 3Y | +5.1% | +413.4% | -408.3% | -63.1% |
| 5Y | +124.3% | +858.6% | -734.3% | -47.1% |
| 10Y | +65.9% | +3,003.7% | -2,937.7% | -78.9% |
| All | +12.8% | +2,361.6% | -2,348.8% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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