+10.6%
DVN vs NSC
+8.8%
+1.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.0% |
| 7D | -0.1% | -2.0% | +1.9% | -0.4% |
| 30D | +8.0% | -3.2% | +11.2% | +7.4% |
| 3M | +11.9% | +3.9% | +8.0% | +13.4% |
| 6M | +10.6% | +7.8% | +2.8% | +13.8% |
| All | +10.6% | +8.8% | +1.9% | +13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling