+9.0%
DVN vs NTAP
+144.6%
-135.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +2.5% | -1.0% | +3.5% | +2.7% |
| 30D | +10.2% | -7.5% | +17.7% | +11.9% |
| 3M | +8.1% | +14.6% | -6.5% | +4.3% |
| 6M | +15.9% | +91.0% | -75.1% | -3.7% |
| YTD | +38.2% | +73.7% | -35.4% | +17.7% |
| 1Y | +44.5% | +51.2% | -6.7% | +27.8% |
| All | +9.0% | +144.6% | -135.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling