+46.0%
DVN vs NSC
+19.9%
+26.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.5% |
| 7D | +4.5% | -2.8% | +7.3% | +4.7% |
| 30D | +12.0% | -4.5% | +16.5% | +12.2% |
| 3M | +13.4% | +3.5% | +9.9% | +13.0% |
| 6M | +12.1% | +8.5% | +3.6% | +10.5% |
| YTD | +38.8% | +12.3% | +26.5% | +33.7% |
| 1Y | +46.0% | +18.9% | +27.1% | +43.2% |
| All | +46.0% | +19.9% | +26.2% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling