+39.0%
DVN vs FTV
+37.8%
+1.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.3% | -9.6% | -7.2% |
| 7D | -13.9% | +6.6% | -20.5% | -13.6% |
| 30D | -8.0% | +19.1% | -27.1% | -7.3% |
| 3M | +0.8% | +13.1% | -12.3% | +1.3% |
| 6M | -12.8% | +14.0% | -26.8% | -13.0% |
| YTD | +22.7% | +24.2% | -1.5% | +17.8% |
| 1Y | +39.0% | +36.4% | +2.6% | +30.9% |
| All | +39.0% | +37.8% | +1.2% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling