-47.4%
NKE vs DVN
+41.2%
-88.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | -2.0% | +1.5% | -3.5% | -2.0% |
| 30D | -8.6% | +14.2% | -22.8% | -8.2% |
| 3M | -11.0% | +5.2% | -16.3% | -10.6% |
| 6M | -33.2% | +11.9% | -45.1% | -34.1% |
| YTD | -38.1% | +32.8% | -71.0% | -41.0% |
| 1Y | -47.4% | +38.6% | -85.9% | -50.7% |
| All | -47.4% | +41.2% | -88.5% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling