+5.5%
DVN vs MOD
+126.3%
-120.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.1% |
| 7D | -19.1% | -25.5% | +6.5% | -16.7% |
| 30D | -11.8% | -49.0% | +37.2% | -6.3% |
| 3M | -1.5% | -49.8% | +48.4% | +4.6% |
| 6M | -8.2% | -64.8% | +56.6% | +0.2% |
| YTD | +17.4% | -27.6% | +45.1% | +13.7% |
| 1Y | +33.5% | -35.2% | +68.7% | +30.5% |
| All | +5.5% | +126.3% | -120.7% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling