+1,714.9%
NXPI vs DVN
+16.9%
+1,698.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | +0.7% | -1.3% | +2.0% | +1.1% |
| 30D | -6.6% | +12.6% | -19.2% | -10.6% |
| 3M | -25.4% | +8.1% | -33.5% | -28.2% |
| 6M | +11.9% | +10.2% | +1.8% | +6.1% |
| YTD | +4.0% | +33.8% | -29.7% | -8.4% |
| 1Y | +1.0% | +43.9% | -42.9% | -13.8% |
| 3Y | +16.3% | +1.7% | +14.6% | +10.2% |
| 5Y | +17.7% | +119.6% | -101.9% | -21.3% |
| 10Y | +195.8% | +53.7% | +142.1% | +75.9% |
| All | +1,714.9% | +16.9% | +1,698.0% | +1,083.8% |
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 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