+353.6%
NET vs DVN
+1.4%
+352.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | -5.3% | +12.6% | -17.9% | -8.2% |
| 3M | +14.7% | +8.1% | +6.6% | +11.8% |
| 6M | +45.7% | +10.2% | +35.5% | +39.8% |
| YTD | +44.2% | +33.8% | +10.4% | +30.4% |
| 1Y | +30.5% | +43.9% | -13.4% | +14.3% |
| 3Y | +353.6% | +1.7% | +351.8% | +334.0% |
| All | +353.6% | +1.4% | +352.2% | +334.0% |
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