+46.5%
F vs DVN
+111.9%
-65.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +1.2% | -1.3% | +2.5% | +1.5% |
| 30D | +1.2% | +12.6% | -11.4% | -2.4% |
| 3M | -5.7% | +8.1% | -13.8% | -8.4% |
| 6M | +17.9% | +10.2% | +7.8% | +11.9% |
| YTD | +10.4% | +33.8% | -23.4% | -2.6% |
| 1Y | +25.3% | +43.9% | -18.5% | +7.0% |
| 3Y | +37.5% | +1.7% | +35.7% | +29.5% |
| 5Y | +46.5% | +119.6% | -73.1% | -5.8% |
| All | +46.5% | +111.9% | -65.4% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling