+216.9%
DVN vs NDAQ
+2,627.5%
-2,410.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.8% |
| 3M | +5.6% | +11.5% | -5.9% | +1.5% |
| 6M | +0.7% | +21.1% | -20.4% | -6.4% |
| YTD | +29.6% | +12.8% | +16.8% | +22.1% |
| 1Y | +36.3% | +25.7% | +10.6% | +23.9% |
| 3Y | +13.2% | +116.8% | -103.7% | -14.3% |
| 5Y | +38.6% | +67.3% | -28.7% | +13.2% |
| 10Y | +60.9% | +473.3% | -412.4% | -9.9% |
| All | +216.9% | +2,627.5% | -2,410.7% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling