+162.8%
FTNT vs DVN
+120.4%
+42.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -0.1% | +4.5% | -4.7% | -1.0% |
| 30D | -3.0% | +12.0% | -14.9% | -5.2% |
| 3M | +7.6% | +13.4% | -5.8% | +4.6% |
| 6M | +87.0% | +12.1% | +74.8% | +81.1% |
| YTD | +96.5% | +38.8% | +57.7% | +81.2% |
| 1Y | +92.9% | +46.0% | +46.9% | +75.0% |
| 3Y | +139.8% | +9.5% | +130.4% | +126.7% |
| All | +162.8% | +120.4% | +42.4% | +134.7% |
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 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