-80.9%
FIG vs DVN
+50.4%
-131.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.3% |
| 7D | -14.5% | -0.1% | -14.4% | -14.4% |
| 30D | -13.3% | +8.0% | -21.3% | -13.8% |
| 3M | +7.4% | +11.9% | -4.5% | +5.9% |
| 6M | -27.8% | +10.6% | -38.4% | -28.4% |
| YTD | -41.1% | +35.4% | -76.5% | -42.3% |
| 1Y | -58.7% | +46.5% | -105.2% | -60.0% |
| All | -80.9% | +50.4% | -131.3% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling