+268.9%
DVN vs NVMI
+1,933.5%
-1,664.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.3% |
| 7D | +2.5% | +3.8% | -1.3% | +2.2% |
| 30D | +10.2% | -7.6% | +17.7% | +10.7% |
| 3M | +8.1% | -28.0% | +36.1% | +10.2% |
| 6M | +15.9% | -15.3% | +31.2% | +16.0% |
| YTD | +38.2% | +11.5% | +26.8% | +35.0% |
| 1Y | +44.5% | +31.6% | +12.9% | +38.8% |
| 3Y | +5.1% | +207.0% | -201.8% | -7.0% |
| 5Y | +124.3% | +262.8% | -138.5% | +94.6% |
| 10Y | +65.9% | +3,074.6% | -3,008.7% | +29.1% |
| All | +268.9% | +1,933.5% | -1,664.6% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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