+39.0%
DVN vs MOD
-33.0%
+72.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -21.4% | +14.1% | -7.4% |
| 7D | -13.9% | -31.3% | +17.4% | -14.4% |
| 30D | -8.0% | -46.1% | +38.1% | -9.3% |
| 3M | +0.8% | -51.1% | +51.9% | -0.7% |
| 6M | -12.8% | -62.1% | +49.3% | -14.4% |
| YTD | +22.7% | -26.2% | +48.9% | +20.0% |
| 1Y | +39.0% | -32.6% | +71.6% | +36.3% |
| All | +39.0% | -33.0% | +72.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling