+1,677.3%
NOK vs DVN
+665.5%
+1,011.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.8% |
| 7D | +8.7% | +2.5% | +6.2% | +8.0% |
| 30D | +12.5% | +10.2% | +2.3% | +9.6% |
| 3M | -20.7% | +8.1% | -28.8% | -22.9% |
| 6M | +36.2% | +15.9% | +20.3% | +29.8% |
| YTD | +64.1% | +38.2% | +25.9% | +49.1% |
| 1Y | +132.4% | +44.5% | +87.9% | +107.4% |
| 3Y | +182.9% | +5.1% | +177.7% | +167.3% |
| 5Y | +102.8% | +124.3% | -21.5% | +48.8% |
| 10Y | +126.8% | +65.9% | +60.9% | +49.4% |
| All | +1,677.3% | +665.5% | +1,011.7% | +775.7% |
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 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