+67.3%
DVN vs FWONK
+340.2%
-272.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | +12.0% | -7.7% | +19.7% | +16.1% |
| 3M | +13.4% | +5.7% | +7.7% | +9.7% |
| 6M | +12.1% | +13.5% | -1.4% | +3.5% |
| YTD | +38.8% | -3.0% | +41.8% | +37.9% |
| 1Y | +46.0% | -6.4% | +52.4% | +47.4% |
| 3Y | +9.5% | +43.8% | -34.3% | -14.9% |
| 5Y | +125.3% | +98.6% | +26.7% | +41.1% |
| All | +67.3% | +340.2% | -272.9% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling