+32.6%
NET vs DVN
+30.1%
+2.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.8% | -0.3% |
| 7D | -16.4% | -13.9% | -2.4% | -12.5% |
| 30D | -25.8% | -8.0% | -17.8% | -24.1% |
| 3M | -11.5% | +0.8% | -12.3% | -12.4% |
| 6M | +18.9% | -12.8% | +31.7% | +22.3% |
| YTD | +35.2% | +22.7% | +12.5% | +22.9% |
| 1Y | +14.5% | +39.0% | -24.5% | -0.8% |
| 3Y | +313.8% | +2.8% | +311.0% | +284.6% |
| 5Y | +32.6% | +32.0% | +0.6% | +15.7% |
| All | +32.6% | +30.1% | +2.4% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling