+27.0%
NFLX vs DVN
+119.4%
-92.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -8.1% | +2.5% | -10.6% | -8.4% |
| 30D | +1.6% | +10.2% | -8.5% | +0.1% |
| 3M | -7.3% | +8.1% | -15.4% | -8.6% |
| 6M | -21.6% | +15.9% | -37.5% | -23.9% |
| YTD | -18.9% | +38.2% | -57.2% | -23.8% |
| 1Y | -39.1% | +44.5% | -83.6% | -43.4% |
| 3Y | +71.7% | +5.1% | +66.5% | +65.6% |
| 5Y | +27.0% | +124.3% | -97.4% | +8.9% |
| All | +27.0% | +119.4% | -92.4% | +8.9% |
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