+9.0%
DVN vs FTI
+264.2%
-255.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +3.7% |
| 7D | +2.5% | -5.6% | +8.1% | +5.7% |
| 30D | +10.2% | +0.4% | +9.8% | +9.8% |
| 3M | +8.1% | +8.1% | 0.0% | +3.0% |
| 6M | +15.9% | +16.7% | -0.8% | +5.2% |
| YTD | +38.2% | +70.0% | -31.7% | +0.4% |
| 1Y | +44.5% | +85.4% | -41.0% | -0.6% |
| All | +9.0% | +264.2% | -255.2% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling