+520.8%
APP vs DVN
+159.2%
+361.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.9% |
| 7D | +48.9% | +1.9% | +47.1% | +48.4% |
| 30D | +49.4% | -8.2% | +57.6% | +50.6% |
| 3M | +27.0% | -0.3% | +27.4% | +26.1% |
| 6M | -15.4% | -2.5% | -12.9% | -16.2% |
| YTD | -39.9% | +25.0% | -65.0% | -44.2% |
| 1Y | -32.0% | +31.1% | -63.1% | -37.6% |
| 3Y | +824.3% | +8.7% | +815.6% | +763.4% |
| 5Y | +252.4% | +33.3% | +219.1% | +228.3% |
| All | +520.8% | +159.2% | +361.6% | +431.6% |
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