+957.1%
DVN vs CARR
+421.5%
+535.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +4.5% | -3.8% | +8.3% | +5.8% |
| 30D | +12.0% | -8.9% | +20.9% | +15.3% |
| 3M | +13.4% | -17.3% | +30.7% | +19.7% |
| 6M | +12.1% | -1.4% | +13.5% | +8.8% |
| YTD | +38.8% | +10.0% | +28.8% | +28.9% |
| 1Y | +46.0% | -6.4% | +52.4% | +43.7% |
| 3Y | +9.5% | +1.5% | +7.9% | +1.7% |
| 5Y | +125.3% | +9.3% | +116.0% | +97.8% |
| All | +957.1% | +421.5% | +535.6% | +499.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling