+13.5%
DVN vs CAPR
-99.0%
+112.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +0.9% |
| 7D | +10.4% | +5.9% | +4.5% | +10.1% |
| 30D | -6.7% | +44.6% | -51.3% | -7.7% |
| 3M | +5.6% | +126.4% | -120.8% | +2.9% |
| 6M | +0.7% | -68.6% | +69.3% | +1.4% |
| YTD | +29.6% | -67.0% | +96.5% | +30.0% |
| 1Y | +36.3% | +65.2% | -28.8% | +24.9% |
| 3Y | +13.2% | +235.6% | -222.4% | -1.7% |
| 5Y | +38.6% | +175.4% | -136.8% | +19.3% |
| 10Y | +60.9% | -65.0% | +125.8% | +30.2% |
| All | +13.5% | -99.0% | +112.5% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling