+351.3%
FERG vs DVN
+69.2%
+282.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -2.6% | +4.5% | -7.1% | -2.8% |
| 30D | -8.9% | +12.0% | -20.9% | -9.5% |
| 3M | -2.0% | +13.4% | -15.4% | -2.8% |
| 6M | -3.2% | +12.1% | -15.3% | -4.1% |
| YTD | +1.5% | +38.8% | -37.3% | -0.9% |
| 1Y | +0.5% | +46.0% | -45.6% | -2.3% |
| 3Y | +50.4% | +9.5% | +40.9% | +47.2% |
| 5Y | +68.7% | +125.3% | -56.6% | +64.0% |
| All | +351.3% | +69.2% | +282.1% | +376.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling