+1,196.2%
DVN vs NSC
+5,636.1%
-4,439.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.8% |
| 7D | -0.1% | -2.0% | +1.9% | +0.8% |
| 30D | +8.0% | -3.2% | +11.2% | +9.4% |
| 3M | +11.9% | +3.9% | +8.0% | +9.7% |
| 6M | +10.6% | +7.8% | +2.8% | +6.0% |
| YTD | +35.4% | +13.4% | +22.0% | +26.8% |
| 1Y | +46.5% | +20.3% | +26.2% | +33.6% |
| 3Y | +3.0% | +76.1% | -73.1% | -21.6% |
| 5Y | +120.5% | +45.0% | +75.5% | +81.9% |
| 10Y | +62.5% | +335.7% | -273.3% | -6.7% |
| All | +1,196.2% | +5,636.1% | -4,439.9% | +337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling