+63.1%
DVN vs CASY
+465.7%
-402.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.2% | +15.4% | +5.8% |
| 7D | -0.1% | -16.5% | +16.4% | +5.3% |
| 30D | +8.0% | -26.4% | +34.4% | +18.5% |
| 3M | +11.9% | -17.3% | +29.2% | +17.5% |
| 6M | +10.6% | -5.2% | +15.8% | +10.1% |
| YTD | +35.4% | +14.1% | +21.3% | +25.8% |
| 1Y | +46.5% | +16.6% | +29.9% | +34.3% |
| 3Y | +3.0% | +163.7% | -160.7% | -34.6% |
| 5Y | +120.5% | +231.3% | -110.8% | +24.2% |
| All | +63.1% | +465.7% | -402.6% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling