+33.2%
NEE vs DVN
+4.6%
+28.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -1.3% | +4.5% | -5.9% | -2.0% |
| 30D | -3.3% | +12.0% | -15.3% | -4.9% |
| 3M | -2.3% | +13.4% | -15.7% | -4.2% |
| 6M | -8.9% | +12.1% | -21.0% | -10.8% |
| YTD | +4.8% | +38.8% | -34.1% | -1.3% |
| 1Y | +18.7% | +46.0% | -27.3% | +10.6% |
| 3Y | +33.2% | +9.5% | +23.8% | +24.8% |
| All | +33.2% | +4.6% | +28.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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