+1,196.2%
DVN vs NUE
+14,439.6%
-13,243.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | -0.1% | -2.3% | +2.2% | +0.9% |
| 30D | +8.0% | -6.1% | +14.1% | +10.5% |
| 3M | +11.9% | +1.7% | +10.3% | +9.9% |
| 6M | +10.6% | +53.1% | -42.4% | -9.8% |
| YTD | +35.4% | +59.0% | -23.7% | +8.4% |
| 1Y | +46.5% | +85.3% | -38.9% | +9.2% |
| 3Y | +3.0% | +63.2% | -60.3% | -21.3% |
| 5Y | +120.5% | +146.8% | -26.3% | +34.3% |
| 10Y | +62.5% | +584.3% | -521.8% | -32.9% |
| All | +1,196.2% | +14,439.6% | -13,243.5% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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