+67.3%
DVN vs NYT
+489.9%
-422.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | +4.5% | -0.6% | +5.1% | +4.7% |
| 30D | +12.0% | +4.6% | +7.4% | +10.2% |
| 3M | +13.4% | -9.6% | +23.0% | +16.5% |
| 6M | +12.1% | -14.0% | +26.1% | +16.0% |
| YTD | +38.8% | -2.8% | +41.7% | +36.8% |
| 1Y | +46.0% | +15.6% | +30.4% | +34.9% |
| 3Y | +9.5% | +56.3% | -46.8% | -12.0% |
| 5Y | +125.3% | +39.5% | +85.8% | +83.5% |
| All | +67.3% | +489.9% | -422.7% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling