+11.8%
DVN vs NVD
-99.1%
+110.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +4.5% | +10.8% | -6.3% | +4.9% |
| 30D | +12.0% | +0.8% | +11.2% | +12.1% |
| 3M | +13.4% | -20.8% | +34.2% | +12.6% |
| 6M | +12.1% | -41.2% | +53.3% | +9.9% |
| YTD | +38.8% | -44.2% | +83.0% | +36.0% |
| 1Y | +46.0% | -54.2% | +100.2% | +41.7% |
| 3Y | +9.5% | -99.1% | +108.6% | +0.7% |
| All | +11.8% | -99.1% | +110.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 5y: compounded portfolio wealth divided by compounded NVD 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…
5y analysis · Full analysis span regression · 6 months rolling