+1,171.8%
DVN vs MOD
+3,565.2%
-2,393.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -2.4% |
| 7D | +1.5% | +9.6% | -8.1% | -0.5% |
| 30D | +14.2% | 0.0% | +14.2% | +13.8% |
| 3M | +5.2% | -35.4% | +40.6% | +13.6% |
| 6M | +11.9% | -7.3% | +19.1% | +9.1% |
| YTD | +32.8% | +45.8% | -13.0% | +15.9% |
| 1Y | +38.6% | +43.1% | -4.6% | +19.3% |
| 3Y | +0.5% | +297.7% | -297.1% | -37.2% |
| 5Y | +111.0% | +1,478.8% | -1,367.7% | -9.5% |
| 10Y | +56.1% | +1,633.4% | -1,577.3% | -40.7% |
| All | +1,171.8% | +3,565.2% | -2,393.4% | +202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling