+7,273.1%
NEE vs DVN
+1,168.8%
+6,104.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | -0.2% | +12.6% | -12.8% | -1.7% |
| 3M | +0.5% | +8.1% | -7.6% | -0.6% |
| 6M | -6.5% | +10.2% | -16.7% | -8.0% |
| YTD | +6.7% | +33.8% | -27.1% | +2.5% |
| 1Y | +23.6% | +43.9% | -20.3% | +17.5% |
| 3Y | +37.1% | +1.7% | +35.4% | +34.3% |
| 5Y | +10.9% | +119.6% | -108.7% | -3.3% |
| 10Y | +245.4% | +53.7% | +191.6% | +182.6% |
| All | +7,273.1% | +1,168.8% | +6,104.3% | +5,185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling