+112.5%
NET vs DVN
+113.0%
-0.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -7.0% | +1.5% | -8.5% | -7.4% |
| 30D | -4.8% | +14.2% | -19.0% | -8.8% |
| 3M | +3.8% | +5.2% | -1.4% | +1.5% |
| 6M | +50.0% | +11.9% | +38.2% | +42.5% |
| YTD | +41.5% | +32.8% | +8.6% | +26.5% |
| 1Y | +32.8% | +38.6% | -5.8% | +16.3% |
| 3Y | +335.9% | +0.5% | +335.4% | +312.1% |
| All | +112.5% | +113.0% | -0.5% | +75.9% |
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 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