+62.5%
DVN vs MOD
+1,486.8%
-1,424.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +2.0% |
| 7D | -0.1% | +3.6% | -3.7% | -1.1% |
| 30D | +8.0% | -2.6% | +10.6% | +8.3% |
| 3M | +11.9% | -33.1% | +45.1% | +21.4% |
| 6M | +10.6% | -7.5% | +18.1% | +7.1% |
| YTD | +35.4% | +39.3% | -3.9% | +15.0% |
| 1Y | +46.5% | +34.3% | +12.2% | +22.8% |
| 3Y | +3.0% | +296.2% | -293.2% | -46.2% |
| 5Y | +120.5% | +1,504.6% | -1,384.1% | -36.0% |
| 10Y | +62.5% | +1,511.5% | -1,449.1% | -60.1% |
| All | +62.5% | +1,486.8% | -1,424.3% | -60.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling