+67.3%
DVN vs NTRA
+3,199.2%
-3,131.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.3% |
| 7D | +4.5% | +0.2% | +4.3% | +4.5% |
| 30D | +12.0% | +4.1% | +7.9% | +11.2% |
| 3M | +13.4% | +50.0% | -36.6% | +5.0% |
| 6M | +12.1% | +67.3% | -55.2% | +0.7% |
| YTD | +38.8% | +43.6% | -4.8% | +27.4% |
| 1Y | +46.0% | +89.2% | -43.2% | +27.0% |
| 3Y | +9.5% | +502.5% | -493.1% | -25.7% |
| 5Y | +125.3% | +173.8% | -48.5% | +65.1% |
| All | +67.3% | +3,199.2% | -3,131.9% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling