+6.8%
DVN vs NXT
+89.5%
-82.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.4% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +8.0% | -20.0% | +27.9% | +9.4% |
| 3M | +11.9% | -30.9% | +42.9% | +14.3% |
| 6M | +10.6% | -23.8% | +34.5% | +10.8% |
| YTD | +35.4% | -5.4% | +40.8% | +31.6% |
| 1Y | +46.5% | +28.0% | +18.4% | +35.7% |
| All | +6.8% | +89.5% | -82.8% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling