+506.6%
APP vs DVN
+150.3%
+356.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -3.8% |
| 7D | +61.1% | -8.8% | +69.9% | +62.7% |
| 30D | +42.8% | -10.0% | +52.8% | +44.1% |
| 3M | +16.7% | -3.7% | +20.3% | +16.3% |
| 6M | -15.6% | -3.5% | -12.1% | -16.4% |
| YTD | -41.3% | +20.8% | -62.1% | -45.2% |
| 1Y | -39.3% | +31.2% | -70.5% | -44.6% |
| 3Y | +803.2% | +5.0% | +798.2% | +747.2% |
| 5Y | +313.2% | +29.9% | +283.2% | +286.4% |
| All | +506.6% | +150.3% | +356.3% | +421.7% |
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