+66.6%
DVN vs CASY
+464.4%
-397.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +2.5% | -17.2% | +19.8% | +8.4% |
| 30D | +10.2% | -24.4% | +34.5% | +19.9% |
| 3M | +8.1% | -31.4% | +39.5% | +21.3% |
| 6M | +15.9% | -8.9% | +24.8% | +17.0% |
| YTD | +38.2% | +13.8% | +24.4% | +28.5% |
| 1Y | +44.5% | +17.0% | +27.5% | +32.3% |
| 3Y | +5.1% | +163.1% | -158.0% | -33.1% |
| 5Y | +124.3% | +239.0% | -114.7% | +25.0% |
| All | +66.6% | +464.4% | -397.9% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CASY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling