+11.8%
NOW vs DVN
+1.4%
+10.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.1% |
| 7D | -6.1% | -1.3% | -4.8% | -5.9% |
| 30D | +7.5% | +12.6% | -5.1% | +5.2% |
| 3M | +17.5% | +8.1% | +9.4% | +15.6% |
| 6M | +7.9% | +10.2% | -2.2% | +5.3% |
| YTD | -12.4% | +33.8% | -46.2% | -18.1% |
| 1Y | -28.6% | +43.9% | -72.5% | -34.5% |
| 3Y | +11.8% | +1.7% | +10.1% | +4.1% |
| All | +11.8% | +1.4% | +10.4% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling