+6.8%
DVN vs MOD
+290.9%
-284.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.5% |
| 7D | -0.1% | +3.6% | -3.7% | -0.5% |
| 30D | +8.0% | -2.6% | +10.6% | +8.1% |
| 3M | +11.9% | -33.1% | +45.1% | +15.8% |
| 6M | +10.6% | -7.5% | +18.1% | +8.6% |
| YTD | +35.4% | +39.3% | -3.9% | +24.5% |
| 1Y | +46.5% | +34.3% | +12.2% | +33.7% |
| All | +6.8% | +290.9% | -284.1% | -16.8% |
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 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