+1,180.8%
DVN vs NOC
+16,574.1%
-15,393.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.3% | -2.7% | +1.4% | -0.6% |
| 30D | +12.6% | -8.9% | +21.5% | +15.5% |
| 3M | +8.1% | -3.7% | +11.8% | +8.8% |
| 6M | +10.2% | -30.8% | +41.0% | +21.6% |
| YTD | +33.8% | -7.9% | +41.7% | +35.4% |
| 1Y | +43.9% | -9.4% | +53.3% | +46.2% |
| 3Y | +1.7% | +29.0% | -27.2% | -8.7% |
| 5Y | +119.6% | +56.1% | +63.6% | +86.1% |
| 10Y | +53.7% | +186.3% | -132.5% | +10.3% |
| All | +1,180.8% | +16,574.1% | -15,393.3% | +584.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling