+118.6%
DVN vs FTV
-2.3%
+120.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +4.5% | -4.0% | +8.5% | +6.3% |
| 30D | +12.0% | -11.0% | +23.0% | +17.7% |
| 3M | +13.4% | -8.4% | +21.8% | +16.6% |
| 6M | +12.1% | -2.6% | +14.7% | +10.4% |
| YTD | +38.8% | -0.6% | +39.4% | +34.2% |
| 1Y | +46.0% | +11.0% | +35.1% | +32.4% |
| 3Y | +9.5% | -6.3% | +15.8% | +6.9% |
| All | +118.6% | -2.3% | +120.9% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling