+92.6%
DVN vs FTV
+89.3%
+3.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.3% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | +12.6% | -8.3% | +20.9% | +19.6% |
| 3M | +8.1% | -7.4% | +15.5% | +12.1% |
| 6M | +10.2% | -1.2% | +11.4% | +7.3% |
| YTD | +33.8% | +2.7% | +31.1% | +24.8% |
| 1Y | +43.9% | +18.4% | +25.4% | +19.2% |
| 3Y | +1.7% | -2.0% | +3.8% | -4.8% |
| 5Y | +119.6% | +3.4% | +116.2% | +89.2% |
| 10Y | +53.7% | +78.5% | -24.8% | -5.4% |
| All | +92.6% | +89.3% | +3.2% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling