+67.3%
DVN vs NOC
+192.5%
-125.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.5% | +0.8% | +3.7% | +4.2% |
| 30D | +12.0% | -9.7% | +21.7% | +16.3% |
| 3M | +13.4% | -5.6% | +19.0% | +15.4% |
| 6M | +12.1% | -28.6% | +40.7% | +27.2% |
| YTD | +38.8% | -7.9% | +46.7% | +40.5% |
| 1Y | +46.0% | -9.5% | +55.6% | +48.7% |
| 3Y | +9.5% | +28.4% | -18.9% | -8.4% |
| 5Y | +125.3% | +59.0% | +66.3% | +67.0% |
| All | +67.3% | +192.5% | -125.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling