+45.4%
NU vs DVN
+42.1%
+3.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | -4.2% | +2.5% | -6.7% | -4.7% |
| 30D | +10.0% | +10.2% | -0.1% | +7.6% |
| 3M | +29.3% | +8.1% | +21.2% | +26.4% |
| 6M | +0.9% | +15.9% | -14.9% | -4.5% |
| YTD | -10.3% | +38.2% | -48.5% | -19.8% |
| 1Y | -3.2% | +44.5% | -47.6% | -15.0% |
| 3Y | +120.6% | +5.1% | +115.4% | +106.9% |
| All | +45.4% | +42.1% | +3.3% | +9.0% |
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 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