+120.5%
DVN vs CAPR
+76.3%
+44.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | +1.3% |
| 7D | -0.1% | -12.6% | +12.5% | +0.1% |
| 30D | +8.0% | +124.4% | -116.4% | +6.4% |
| 3M | +11.9% | -66.8% | +78.7% | +12.5% |
| 6M | +10.6% | -71.8% | +82.4% | +11.4% |
| YTD | +35.4% | -70.1% | +105.4% | +36.0% |
| 1Y | +46.5% | +33.3% | +13.1% | +39.1% |
| 3Y | +3.0% | +36.7% | -33.8% | -11.6% |
| 5Y | +120.5% | +72.5% | +48.1% | +71.3% |
| All | +120.5% | +76.3% | +44.2% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling