+24.5%
DVN vs USFR
+27.6%
-3.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +8.0% | +0.3% | +7.7% | +7.7% |
| 3M | +11.9% | +1.0% | +11.0% | +10.9% |
| 6M | +10.6% | +1.9% | +8.7% | +8.7% |
| YTD | +35.4% | +2.7% | +32.7% | +32.2% |
| 1Y | +46.5% | +4.0% | +42.5% | +41.3% |
| 3Y | +3.0% | +14.0% | -11.1% | -8.7% |
| 5Y | +120.5% | +20.4% | +100.1% | +85.2% |
| 10Y | +62.5% | +28.0% | +34.5% | +30.1% |
| All | +24.5% | +27.6% | -3.1% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling