+54.6%
DVN vs NVTS
-16.8%
+71.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.3% |
| 7D | +4.5% | -1.4% | +6.0% | +4.6% |
| 30D | +12.0% | -16.5% | +28.5% | +12.5% |
| 3M | +13.4% | -47.6% | +61.0% | +15.4% |
| 6M | +12.1% | +7.3% | +4.8% | +10.0% |
| YTD | +38.8% | +62.9% | -24.1% | +33.1% |
| 1Y | +46.0% | +91.3% | -45.3% | +37.5% |
| 3Y | +9.5% | +43.4% | -33.9% | +2.2% |
| All | +54.6% | -16.8% | +71.4% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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