-80.8%
FIG vs DVN
+53.6%
-134.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | -12.2% | +2.5% | -14.7% | -12.4% |
| 30D | -11.0% | +10.2% | -21.2% | -11.6% |
| 3M | +11.9% | +8.1% | +3.8% | +11.0% |
| 6M | -21.9% | +15.9% | -37.8% | -22.7% |
| YTD | -40.8% | +38.2% | -79.0% | -42.1% |
| 1Y | -56.6% | +44.5% | -101.1% | -59.0% |
| All | -80.8% | +53.6% | -134.4% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling