+68.8%
DVN vs NTR
+98.7%
-29.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +4.0% |
| 7D | +2.5% | -2.5% | +5.0% | +4.4% |
| 30D | +10.2% | +17.0% | -6.9% | -2.7% |
| 3M | +8.1% | +22.2% | -14.1% | -8.2% |
| 6M | +15.9% | +5.2% | +10.7% | +9.3% |
| YTD | +38.2% | +29.7% | +8.6% | +9.7% |
| 1Y | +44.5% | +39.4% | +5.1% | +6.9% |
| 3Y | +5.1% | +38.2% | -33.0% | -25.4% |
| 5Y | +124.3% | +47.6% | +76.7% | +26.5% |
| All | +68.8% | +98.7% | -29.9% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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