+115.1%
NOK vs DVN
+120.4%
-5.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +11.0% | +4.5% | +6.5% | +10.2% |
| 30D | +7.8% | +12.0% | -4.1% | +5.8% |
| 3M | -21.0% | +13.4% | -34.4% | -22.9% |
| 6M | +40.9% | +12.1% | +28.8% | +37.3% |
| YTD | +72.0% | +38.8% | +33.2% | +61.2% |
| 1Y | +140.9% | +46.0% | +94.9% | +122.8% |
| 3Y | +194.3% | +9.5% | +184.8% | +182.7% |
| All | +115.1% | +120.4% | -5.3% | +82.6% |
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