+60.5%
DVN vs MOD
+1,541.2%
-1,480.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -1.3% | +6.3% | -7.6% | -2.9% |
| 30D | +12.6% | -1.7% | +14.3% | +12.7% |
| 3M | +8.1% | -30.1% | +38.2% | +16.0% |
| 6M | +10.2% | +2.7% | +7.5% | +3.6% |
| YTD | +33.8% | +44.1% | -10.3% | +12.7% |
| 1Y | +43.9% | +38.7% | +5.2% | +19.7% |
| 3Y | +1.7% | +309.8% | -308.0% | -47.3% |
| 5Y | +119.6% | +1,569.7% | -1,450.1% | -36.9% |
| All | +60.5% | +1,541.2% | -1,480.7% | -60.9% |
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