+37,360.5%
ADI vs DVN
+1,184.0%
+36,176.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -4.6% | +8.0% | -12.6% | -6.3% |
| 3M | -9.5% | +11.9% | -21.4% | -12.2% |
| 6M | +14.8% | +10.6% | +4.2% | +11.0% |
| YTD | +35.8% | +35.4% | +0.4% | +25.3% |
| 1Y | +48.9% | +46.5% | +2.5% | +34.5% |
| 3Y | +115.6% | +3.0% | +112.6% | +108.1% |
| 5Y | +135.1% | +120.5% | +14.6% | +85.0% |
| 10Y | +636.4% | +62.5% | +574.0% | +430.3% |
| All | +37,360.5% | +1,184.0% | +36,176.5% | +19,961.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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