+489.0%
F vs DVN
+1,119.8%
-630.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -3.5% |
| 7D | -3.9% | +7.8% | -11.7% | -5.6% |
| 30D | -0.5% | -7.9% | +7.5% | +1.1% |
| 3M | -12.9% | +3.7% | -16.6% | -14.2% |
| 6M | +1.5% | +0.2% | +1.3% | +0.1% |
| YTD | -5.0% | +28.6% | -33.6% | -12.7% |
| 1Y | -7.3% | +34.6% | -42.0% | -15.9% |
| 3Y | +45.3% | +11.8% | +33.4% | +35.7% |
| 5Y | -15.8% | +37.6% | -53.3% | -26.9% |
| 10Y | +64.2% | +59.7% | +4.5% | +19.0% |
| All | +489.0% | +1,119.8% | -630.8% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling