+41.5%
NU vs DVN
+42.7%
-1.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -4.9% | +4.5% | -9.4% | -5.8% |
| 30D | +7.8% | +12.0% | -4.2% | +5.0% |
| 3M | +20.9% | +13.4% | +7.5% | +16.9% |
| 6M | +0.9% | +12.1% | -11.2% | -3.6% |
| YTD | -12.7% | +38.8% | -51.5% | -22.0% |
| 1Y | -6.4% | +46.0% | -52.4% | -18.1% |
| 3Y | +98.1% | +9.5% | +88.6% | +83.9% |
| All | +41.5% | +42.7% | -1.2% | +6.0% |
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