+21.6%
DVN vs MOD
+748.9%
-727.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.3% |
| 7D | -19.1% | -25.5% | +6.5% | -16.2% |
| 30D | -11.8% | -49.0% | +37.2% | -4.7% |
| 3M | -1.5% | -49.8% | +48.4% | +6.3% |
| 6M | -8.2% | -64.8% | +56.6% | +2.4% |
| YTD | +17.4% | -27.6% | +45.1% | +15.0% |
| 1Y | +33.5% | -35.2% | +68.7% | +32.0% |
| 3Y | -0.3% | +137.1% | -137.5% | -26.8% |
| All | +21.6% | +748.9% | -727.4% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling