+615.0%
F vs DVN
+1,159.9%
-544.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | +5.3% | +1.5% | +3.8% | +4.9% |
| 30D | +4.6% | +14.2% | -9.6% | +1.2% |
| 3M | -3.7% | +5.2% | -8.9% | -5.3% |
| 6M | +16.8% | +11.9% | +4.9% | +12.0% |
| YTD | +15.3% | +32.8% | -17.5% | +5.8% |
| 1Y | +31.0% | +38.6% | -7.6% | +18.5% |
| 3Y | +45.4% | +0.5% | +44.9% | +39.9% |
| 5Y | +54.7% | +111.0% | -56.4% | +22.4% |
| 10Y | +98.2% | +56.1% | +42.1% | +44.4% |
| All | +615.0% | +1,159.9% | -544.9% | +341.2% |
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