-3.1%
NVO vs DVN
+120.4%
-123.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.2% |
| 7D | -7.6% | +4.5% | -12.1% | -7.9% |
| 30D | -6.0% | +12.0% | -17.9% | -6.8% |
| 3M | -0.8% | +13.4% | -14.2% | -1.9% |
| 6M | +16.5% | +12.1% | +4.4% | +14.8% |
| YTD | -11.1% | +38.8% | -49.9% | -14.3% |
| 1Y | -16.7% | +46.0% | -62.8% | -20.3% |
| 3Y | -52.9% | +9.5% | -62.4% | -54.3% |
| All | -3.1% | +120.4% | -123.5% | -14.9% |
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