+1,315.5%
FERG vs DVN
+0.9%
+1,314.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.4% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -15.1% | +8.0% | -23.0% | -15.4% |
| 3M | -4.8% | +11.9% | -16.8% | -5.5% |
| 6M | -2.5% | +10.6% | -13.1% | -3.3% |
| YTD | +1.8% | +35.4% | -33.6% | -0.3% |
| 1Y | -0.3% | +46.5% | -46.8% | -2.8% |
| 3Y | +52.9% | +3.0% | +50.0% | +50.6% |
| 5Y | +69.3% | +120.5% | -51.2% | +63.7% |
| 10Y | +352.7% | +62.5% | +290.2% | +355.0% |
| All | +1,315.5% | +0.9% | +1,314.6% | +1,366.0% |
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