+50.7%
DVN vs NVTS
-17.0%
+67.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.3% |
| 7D | -0.1% | +3.5% | -3.6% | -0.2% |
| 30D | +8.0% | -11.9% | +19.9% | +8.4% |
| 3M | +11.9% | -49.2% | +61.2% | +14.0% |
| 6M | +10.6% | +38.4% | -27.8% | +7.4% |
| YTD | +35.4% | +62.5% | -27.1% | +29.8% |
| 1Y | +46.5% | +101.4% | -54.9% | +37.6% |
| 3Y | +3.0% | +40.4% | -37.5% | -3.6% |
| All | +50.7% | -17.0% | +67.7% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling