+67.3%
DVN vs NRG
+1,083.9%
-1,016.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | +4.5% | -4.7% | +9.2% | +6.2% |
| 30D | +12.0% | -6.0% | +17.9% | +13.8% |
| 3M | +13.4% | -8.0% | +21.4% | +14.3% |
| 6M | +12.1% | -23.2% | +35.3% | +18.5% |
| YTD | +38.8% | -28.1% | +66.9% | +48.8% |
| 1Y | +46.0% | -27.3% | +73.3% | +53.5% |
| 3Y | +9.5% | +208.7% | -199.2% | -48.9% |
| 5Y | +125.3% | +197.7% | -72.4% | +3.9% |
| All | +67.3% | +1,083.9% | -1,016.7% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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