+22.5%
F vs DVN
+44.7%
-22.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -3.7% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -2.9% | +8.0% | -10.9% | -1.7% |
| 3M | -9.1% | +11.9% | -21.0% | -7.2% |
| 6M | +12.9% | +10.6% | +2.3% | +13.0% |
| YTD | +6.1% | +35.4% | -29.3% | +3.0% |
| 1Y | +22.5% | +46.5% | -23.9% | +18.6% |
| All | +22.5% | +44.7% | -22.2% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 1y: compounded portfolio wealth divided by compounded DVN 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…
1y analysis · Full analysis span regression · 6 months rolling