+44.5%
DVN vs CAPR
+26.9%
+17.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.1% | +2.1% |
| 7D | +2.5% | -10.6% | +13.1% | +2.6% |
| 30D | +10.2% | +111.2% | -101.0% | +9.6% |
| 3M | +8.1% | -67.2% | +75.3% | +8.2% |
| 6M | +15.9% | -75.1% | +91.0% | +16.1% |
| YTD | +38.2% | -71.2% | +109.5% | +38.4% |
| 1Y | +44.5% | +31.1% | +13.4% | +42.0% |
| All | +44.5% | +26.9% | +17.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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