+9.0%
DVN vs FTV
-5.5%
+14.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.5% | +3.0% |
| 7D | +2.5% | -5.2% | +7.7% | +4.5% |
| 30D | +10.2% | -11.5% | +21.7% | +15.1% |
| 3M | +8.1% | -9.0% | +17.1% | +10.7% |
| 6M | +15.9% | -2.0% | +17.9% | +13.3% |
| YTD | +38.2% | -0.9% | +39.2% | +33.0% |
| 1Y | +44.5% | +14.8% | +29.7% | +27.3% |
| All | +9.0% | -5.5% | +14.6% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling