-79.1%
FIG vs DVN
+47.5%
-126.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.2% |
| 7D | -16.3% | +1.5% | -17.8% | -16.4% |
| 30D | -14.3% | +14.2% | -28.5% | -15.2% |
| 3M | +7.2% | +5.2% | +1.9% | +6.5% |
| 6M | -18.6% | +11.9% | -30.5% | -19.2% |
| YTD | -35.5% | +32.8% | -68.3% | -36.7% |
| 1Y | -55.8% | +38.6% | -94.4% | -58.0% |
| All | -79.1% | +47.5% | -126.7% | -80.7% |
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