+7.0%
NET vs DVN
+35.3%
-28.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.8% | -5.5% | -8.2% |
| 7D | -21.2% | -16.2% | -5.0% | -20.9% |
| 30D | -31.1% | -10.7% | -20.4% | -30.8% |
| 3M | -16.5% | +2.5% | -19.1% | -16.0% |
| 6M | 0.0% | -14.8% | +14.8% | -0.3% |
| YTD | +24.0% | +19.3% | +4.7% | +27.7% |
| 1Y | +7.0% | +36.0% | -29.0% | +7.9% |
| All | +7.0% | +35.3% | -28.3% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling