-7.3%
DVN vs NVDL
+2,476.2%
-2,483.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +4.5% | -10.3% | +14.8% | +5.0% |
| 30D | +12.0% | -7.1% | +19.1% | +12.2% |
| 3M | +13.4% | +6.6% | +6.8% | +12.6% |
| 6M | +12.1% | +21.1% | -9.0% | +10.0% |
| YTD | +38.8% | +15.2% | +23.6% | +36.2% |
| 1Y | +46.0% | +18.8% | +27.2% | +42.1% |
| 3Y | +9.5% | +649.9% | -640.4% | -5.4% |
| All | -7.3% | +2,476.2% | -2,483.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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