+1,024.2%
DVN vs MOD
+1,638.7%
-614.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.8% |
| 7D | -19.1% | -25.5% | +6.5% | -14.1% |
| 30D | -11.8% | -49.0% | +37.2% | +0.9% |
| 3M | -1.5% | -49.8% | +48.4% | +12.3% |
| 6M | -8.2% | -64.8% | +56.6% | +10.4% |
| YTD | +17.4% | -27.6% | +45.1% | +17.3% |
| 1Y | +33.5% | -35.2% | +68.7% | +35.2% |
| 3Y | -0.3% | +137.1% | -137.5% | -31.1% |
| 5Y | +22.7% | +760.3% | -737.6% | -41.0% |
| 10Y | +51.8% | +938.8% | -887.0% | -36.2% |
| All | +1,024.2% | +1,638.7% | -614.4% | +208.0% |
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 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