+57.3%
DVN vs ADM
+133.7%
-76.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | -1.3% |
| 7D | +10.4% | +4.2% | +6.2% | +6.9% |
| 30D | -6.7% | -12.8% | +6.2% | +3.5% |
| 3M | +5.6% | -8.5% | +14.1% | +12.3% |
| 6M | +0.7% | -10.9% | +11.6% | +9.0% |
| YTD | +29.6% | +29.4% | +0.2% | +3.5% |
| 1Y | +36.3% | +27.5% | +8.8% | +9.9% |
| 3Y | +13.2% | +10.3% | +2.8% | -5.5% |
| 5Y | +38.6% | +27.4% | +11.2% | -4.0% |
| All | +57.3% | +133.7% | -76.5% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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