+1,140.6%
DVN vs CASY
+34,208.6%
-33,067.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +10.4% | +3.6% | +6.8% | +9.6% |
| 30D | -6.7% | +9.1% | -15.7% | -8.4% |
| 3M | +5.6% | -16.5% | +22.1% | +9.0% |
| 6M | +0.7% | -19.7% | +20.4% | +4.3% |
| YTD | +29.6% | +29.3% | +0.3% | +21.2% |
| 1Y | +36.3% | +33.1% | +3.2% | +26.5% |
| 3Y | +13.2% | +158.5% | -145.4% | -10.1% |
| 5Y | +38.6% | +266.7% | -228.1% | +1.5% |
| 10Y | +60.9% | +553.5% | -492.6% | +4.5% |
| All | +1,140.6% | +34,208.6% | -33,067.9% | +404.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling