+635.4%
DVN vs NTAP
+23,869.3%
-23,233.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -1.3% | +3.3% | -4.6% | -1.8% |
| 30D | +12.6% | -0.2% | +12.8% | +12.6% |
| 3M | +8.1% | +11.4% | -3.3% | +5.9% |
| 6M | +10.2% | +88.7% | -78.5% | -1.5% |
| YTD | +33.8% | +78.9% | -45.2% | +20.4% |
| 1Y | +43.9% | +58.8% | -14.9% | +31.9% |
| 3Y | +1.7% | +153.5% | -151.8% | -14.4% |
| 5Y | +119.6% | +136.7% | -17.1% | +86.7% |
| 10Y | +53.7% | +590.2% | -536.5% | +14.0% |
| All | +635.4% | +23,869.3% | -23,233.9% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling