+67.3%
DVN vs FTI
+305.3%
-238.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.3% |
| 7D | +4.5% | -4.4% | +8.9% | +7.6% |
| 30D | +12.0% | +1.5% | +10.5% | +10.6% |
| 3M | +13.4% | +8.2% | +5.2% | +6.6% |
| 6M | +12.1% | +18.8% | -6.7% | -2.0% |
| YTD | +38.8% | +71.7% | -32.9% | -6.5% |
| 1Y | +46.0% | +90.0% | -44.0% | -8.8% |
| 3Y | +9.5% | +270.5% | -261.0% | -59.3% |
| 5Y | +125.3% | +1,084.5% | -959.3% | -67.0% |
| All | +67.3% | +305.3% | -238.0% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling