+124.3%
DVN vs NDAQ
+48.4%
+76.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.5% | +2.9% |
| 7D | +2.5% | -6.8% | +9.3% | +5.0% |
| 30D | +10.2% | -3.2% | +13.3% | +11.2% |
| 3M | +8.1% | +6.5% | +1.6% | +4.9% |
| 6M | +15.9% | +5.7% | +10.1% | +12.1% |
| YTD | +38.2% | -4.6% | +42.9% | +38.9% |
| 1Y | +44.5% | -1.6% | +46.1% | +42.6% |
| 3Y | +5.1% | +86.4% | -81.3% | -24.1% |
| 5Y | +124.3% | +50.3% | +74.0% | +81.2% |
| All | +124.3% | +48.4% | +76.0% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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