+1,449.6%
NET vs DVN
+169.4%
+1,280.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -7.0% | +1.5% | -8.5% | -7.2% |
| 30D | -4.8% | +14.2% | -19.0% | -6.9% |
| 3M | +3.8% | +5.2% | -1.4% | +2.7% |
| 6M | +50.0% | +11.9% | +38.2% | +46.3% |
| YTD | +41.5% | +32.8% | +8.6% | +34.0% |
| 1Y | +32.8% | +38.6% | -5.8% | +24.6% |
| 3Y | +335.9% | +0.5% | +335.4% | +322.9% |
| 5Y | +113.8% | +111.0% | +2.8% | +99.3% |
| All | +1,449.6% | +169.4% | +1,280.1% | +1,464.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling