+16.3%
DVN vs CAPR
-99.1%
+115.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | +1.5% | -2.0% | +3.5% | +1.5% |
| 30D | +14.2% | +139.2% | -125.0% | +11.5% |
| 3M | +5.2% | -66.4% | +71.6% | +6.2% |
| 6M | +11.9% | -63.1% | +75.0% | +12.4% |
| YTD | +32.8% | -67.4% | +100.3% | +33.7% |
| 1Y | +38.6% | +58.2% | -19.7% | +27.3% |
| 3Y | +0.5% | +42.2% | -41.7% | -10.5% |
| 5Y | +111.0% | +87.3% | +23.8% | +83.9% |
| 10Y | +56.1% | -75.3% | +131.4% | +27.3% |
| All | +16.3% | -99.1% | +115.4% | -9.4% |
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