+226.1%
DVN vs NRG
+1,510.3%
-1,284.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.3% |
| 7D | +4.5% | -4.7% | +9.2% | +6.7% |
| 30D | +12.0% | -6.0% | +17.9% | +14.2% |
| 3M | +13.4% | -8.0% | +21.4% | +14.4% |
| 6M | +12.1% | -23.2% | +35.3% | +19.6% |
| YTD | +38.8% | -28.1% | +66.9% | +50.5% |
| 1Y | +46.0% | -27.3% | +73.3% | +54.8% |
| 3Y | +9.5% | +208.7% | -199.2% | -50.1% |
| 5Y | +125.3% | +197.7% | -72.4% | +1.0% |
| 10Y | +66.6% | +1,103.3% | -1,036.7% | -65.8% |
| All | +226.1% | +1,510.3% | -1,284.1% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling