+64,065.9%
NFLX vs DVN
+225.7%
+63,840.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -5.0% | -1.3% | -3.7% | -4.8% |
| 30D | +3.5% | +12.6% | -9.1% | +1.2% |
| 3M | -7.1% | +8.1% | -15.2% | -8.8% |
| 6M | -22.5% | +10.2% | -32.6% | -24.4% |
| YTD | -18.1% | +33.8% | -51.9% | -23.2% |
| 1Y | -38.3% | +43.9% | -82.2% | -43.1% |
| 3Y | +73.4% | +1.7% | +71.6% | +67.3% |
| 5Y | +26.7% | +119.6% | -92.9% | +2.4% |
| 10Y | +670.3% | +53.7% | +616.6% | +490.0% |
| All | +64,065.9% | +225.7% | +63,840.1% | +30,723.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling