+67.3%
DVN vs NSC
+332.1%
-264.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +1.1% |
| 7D | +4.5% | -2.8% | +7.3% | +6.7% |
| 30D | +12.0% | -4.5% | +16.5% | +15.6% |
| 3M | +13.4% | +3.5% | +9.9% | +9.7% |
| 6M | +12.1% | +8.5% | +3.6% | +3.1% |
| YTD | +38.8% | +12.3% | +26.5% | +23.9% |
| 1Y | +46.0% | +18.9% | +27.1% | +24.5% |
| 3Y | +9.5% | +74.1% | -64.6% | -35.2% |
| 5Y | +125.3% | +43.9% | +81.3% | +51.2% |
| All | +67.3% | +332.1% | -264.8% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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