+40.5%
DVN vs MOD
+1,005.7%
-965.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.9% | -9.4% | -2.0% |
| 7D | -12.8% | -13.9% | +1.1% | -10.1% |
| 30D | -12.1% | -41.5% | +29.4% | -0.8% |
| 3M | -0.7% | -45.7% | +45.0% | +13.1% |
| 6M | -5.8% | -61.1% | +55.3% | +13.6% |
| YTD | +17.9% | -20.5% | +38.4% | +13.0% |
| 1Y | +29.0% | -32.1% | +61.1% | +27.3% |
| 3Y | +6.0% | +146.5% | -140.5% | -38.8% |
| 5Y | +22.1% | +812.7% | -790.6% | -60.2% |
| 10Y | +40.5% | +966.8% | -926.3% | -57.0% |
| All | +40.5% | +1,005.7% | -965.2% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling