+28.2%
DVN vs MOD
-33.9%
+62.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.9% | -9.4% | +0.5% |
| 7D | -12.8% | -13.9% | +1.1% | -12.8% |
| 30D | -12.1% | -41.5% | +29.4% | -13.5% |
| 3M | -0.7% | -45.7% | +45.0% | -2.3% |
| 6M | -5.8% | -61.1% | +55.3% | -7.9% |
| YTD | +17.9% | -20.5% | +38.4% | +15.8% |
| All | +28.2% | -33.9% | +62.1% | +26.0% |
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 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