-3.7%
DVN vs FWONK
+276.9%
-280.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.0% |
| 3M | +13.4% | +5.7% | +7.7% | +9.8% |
| 6M | +12.1% | +13.5% | -1.4% | +3.8% |
| YTD | +38.8% | -3.0% | +41.8% | +37.9% |
| 1Y | +46.0% | -6.4% | +52.4% | +47.3% |
| 3Y | +9.5% | +43.8% | -34.3% | -13.9% |
| 5Y | +125.3% | +98.6% | +26.7% | +45.4% |
| 10Y | +66.6% | +340.0% | -273.4% | -27.5% |
| All | -3.7% | +276.9% | -280.6% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling