+197.3%
DVN vs FTI
+2,107.5%
-1,910.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -0.1% | -2.3% | +2.2% | +1.4% |
| 30D | +8.0% | +5.0% | +3.0% | +4.5% |
| 3M | +11.9% | +13.8% | -1.9% | +2.4% |
| 6M | +10.6% | +22.9% | -12.3% | -4.5% |
| YTD | +35.4% | +75.0% | -39.6% | -7.4% |
| 1Y | +46.5% | +96.9% | -50.4% | -7.6% |
| 3Y | +3.0% | +276.7% | -273.8% | -59.1% |
| 5Y | +120.5% | +1,157.0% | -1,036.5% | -62.8% |
| 10Y | +62.5% | +310.7% | -248.2% | -48.4% |
| All | +197.3% | +2,107.5% | -1,910.3% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling