+382.3%
APP vs DVN
+186.6%
+195.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.8% |
| 7D | +0.3% | +2.5% | -2.2% | -0.1% |
| 30D | -1.3% | +10.2% | -11.5% | -2.9% |
| 3M | -36.2% | +8.1% | -44.3% | -37.3% |
| 6M | -34.1% | +15.9% | -50.0% | -36.6% |
| YTD | -53.3% | +38.2% | -91.6% | -57.0% |
| 1Y | -44.5% | +44.5% | -89.0% | -49.7% |
| 3Y | +646.7% | +5.1% | +641.5% | +605.5% |
| 5Y | +306.4% | +124.3% | +182.1% | +266.7% |
| All | +382.3% | +186.6% | +195.8% | +309.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling