+9.5%
DVN vs NTRS
+168.2%
-158.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.1% |
| 7D | +4.5% | +1.4% | +3.1% | +4.1% |
| 30D | +12.0% | -0.7% | +12.6% | +12.1% |
| 3M | +13.4% | +11.3% | +2.1% | +9.2% |
| 6M | +12.1% | +35.5% | -23.4% | -0.5% |
| YTD | +38.8% | +40.6% | -1.8% | +20.4% |
| 1Y | +46.0% | +49.2% | -3.2% | +22.9% |
| 3Y | +9.5% | +167.2% | -157.7% | -29.6% |
| All | +9.5% | +168.2% | -158.7% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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