+358.8%
APP vs DVN
+111.9%
+246.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -10.0% | +12.6% | -22.6% | -12.0% |
| 3M | -44.6% | +8.1% | -52.8% | -45.7% |
| 6M | -37.9% | +10.2% | -48.0% | -39.8% |
| YTD | -53.7% | +33.8% | -87.5% | -57.5% |
| 1Y | -43.0% | +43.9% | -86.9% | -48.9% |
| 3Y | +640.8% | +1.7% | +639.0% | +600.5% |
| 5Y | +358.8% | +119.6% | +239.2% | +337.1% |
| All | +358.8% | +111.9% | +246.9% | +337.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling