-24.1%
NU vs DVN
+39.9%
-64.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.3% | +10.6% | +1.4% |
| 7D | +0.2% | -13.9% | +14.1% | -3.4% |
| 30D | -21.0% | -8.0% | -13.0% | -22.4% |
| 3M | -16.3% | +0.8% | -17.1% | -15.3% |
| 6M | -15.3% | -12.8% | -2.6% | -16.2% |
| YTD | -28.4% | +22.7% | -51.1% | -28.8% |
| 1Y | -24.1% | +39.0% | -63.1% | -25.8% |
| All | -24.1% | +39.9% | -64.0% | -25.8% |
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