+36.7%
DVN vs NDAQ
+66.7%
-30.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +10.4% | +1.3% | +9.1% | +9.9% |
| 30D | -6.7% | +18.0% | -24.6% | -11.9% |
| 3M | +5.6% | +11.5% | -5.9% | +1.4% |
| 6M | +0.7% | +21.1% | -20.4% | -6.7% |
| YTD | +29.6% | +12.8% | +16.8% | +22.6% |
| 1Y | +36.3% | +25.7% | +10.6% | +22.2% |
| 3Y | +13.2% | +116.8% | -103.7% | -22.9% |
| All | +36.7% | +66.7% | -30.0% | +13.7% |
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