-79.9%
FIG vs DVN
+54.2%
-134.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.8% |
| 7D | -3.8% | +4.5% | -8.3% | -4.2% |
| 30D | -2.3% | +12.0% | -14.3% | -3.2% |
| 3M | +20.0% | +13.4% | +6.6% | +18.2% |
| 6M | -16.7% | +12.1% | -28.8% | -17.5% |
| YTD | -37.9% | +38.8% | -76.7% | -39.3% |
| 1Y | -58.5% | +46.0% | -104.6% | -60.6% |
| All | -79.9% | +54.2% | -134.1% | -81.5% |
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