+39.0%
DVN vs CARR
-1.4%
+40.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.5% | -7.9% | -7.3% |
| 7D | -13.9% | -0.7% | -13.3% | -13.9% |
| 30D | -8.0% | +0.3% | -8.3% | -7.9% |
| 3M | +0.8% | -14.9% | +15.7% | -1.3% |
| 6M | -12.8% | -14.9% | +2.1% | -14.1% |
| YTD | +22.7% | +7.0% | +15.7% | +19.8% |
| 1Y | +39.0% | -1.8% | +40.8% | +37.8% |
| All | +39.0% | -1.4% | +40.4% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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