+118.6%
DVN vs ADM
+65.2%
+53.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +4.5% | +2.5% | +2.0% | +3.1% |
| 30D | +12.0% | +9.5% | +2.5% | +6.4% |
| 3M | +13.4% | +10.6% | +2.8% | +7.0% |
| 6M | +12.1% | +24.0% | -11.9% | -0.9% |
| YTD | +38.8% | +54.0% | -15.1% | +8.7% |
| 1Y | +46.0% | +45.3% | +0.7% | +17.4% |
| 3Y | +9.5% | +21.8% | -12.3% | -4.4% |
| All | +118.6% | +65.2% | +53.4% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling