+43.9%
DVN vs MOD
+40.7%
+3.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | -1.3% | +6.3% | -7.6% | -1.2% |
| 30D | +12.6% | -1.7% | +14.3% | +12.6% |
| 3M | +8.1% | -30.1% | +38.2% | +7.7% |
| 6M | +10.2% | +2.7% | +7.5% | +8.7% |
| YTD | +33.8% | +44.1% | -10.3% | +30.6% |
| 1Y | +43.9% | +38.7% | +5.2% | +38.8% |
| All | +43.9% | +40.7% | +3.2% | +38.8% |
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