-24.0%
NKE vs DVN
+69.2%
-93.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.2% | +4.5% | -8.7% | -4.9% |
| 30D | -8.2% | +12.0% | -20.2% | -10.0% |
| 3M | -19.1% | +13.4% | -32.5% | -21.1% |
| 6M | -32.6% | +12.1% | -44.7% | -34.5% |
| YTD | -40.7% | +38.8% | -79.5% | -44.6% |
| 1Y | -48.9% | +46.0% | -94.9% | -52.8% |
| 3Y | -59.2% | +9.5% | -68.7% | -61.1% |
| 5Y | -75.3% | +125.3% | -200.6% | -79.5% |
| All | -24.0% | +69.2% | -93.2% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling