+224.8%
DVN vs NDAQ
+2,327.9%
-2,103.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | +1.5% | -2.4% | +3.9% | +2.3% |
| 30D | +14.2% | +2.5% | +11.7% | +13.2% |
| 3M | +5.2% | +9.9% | -4.7% | +1.5% |
| 6M | +11.9% | +9.4% | +2.4% | +7.5% |
| YTD | +32.8% | +0.4% | +32.4% | +30.5% |
| 1Y | +38.6% | +4.0% | +34.5% | +34.3% |
| 3Y | +0.5% | +94.4% | -93.9% | -20.9% |
| 5Y | +111.0% | +56.7% | +54.3% | +76.6% |
| 10Y | +56.1% | +375.3% | -319.2% | -7.0% |
| All | +224.8% | +2,327.9% | -2,103.1% | +53.3% |
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