+67.3%
DVN vs USFR
+28.1%
+39.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +4.5% | +0.1% | +4.4% | +4.2% |
| 30D | +12.0% | +0.4% | +11.6% | +11.2% |
| 3M | +13.4% | +1.0% | +12.4% | +11.2% |
| 6M | +12.1% | +2.0% | +10.1% | +8.2% |
| YTD | +38.8% | +2.8% | +36.1% | +32.2% |
| 1Y | +46.0% | +4.1% | +41.9% | +35.8% |
| 3Y | +9.5% | +14.1% | -4.7% | -13.7% |
| 5Y | +125.3% | +20.6% | +104.7% | +56.4% |
| All | +67.3% | +28.1% | +39.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling