+479.7%
NEM vs DVN
+1,184.0%
-704.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | +10.0% | +8.0% | +2.0% | +8.4% |
| 3M | +30.9% | +11.9% | +19.0% | +27.5% |
| 6M | +10.5% | +10.6% | -0.1% | +7.1% |
| YTD | +29.7% | +35.4% | -5.6% | +20.9% |
| 1Y | +71.1% | +46.5% | +24.7% | +56.7% |
| 3Y | +252.1% | +3.0% | +249.1% | +238.6% |
| 5Y | +157.7% | +120.5% | +37.2% | +105.7% |
| 10Y | +319.4% | +62.5% | +256.9% | +206.2% |
| All | +479.7% | +1,184.0% | -704.3% | +265.8% |
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 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