+1,140.6%
DVN vs ADM
+1,630.9%
-490.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | -0.4% |
| 7D | +10.4% | +4.2% | +6.2% | +8.4% |
| 30D | -6.7% | -12.8% | +6.2% | -1.2% |
| 3M | +5.6% | -8.5% | +14.1% | +9.4% |
| 6M | +0.7% | -10.9% | +11.6% | +5.5% |
| YTD | +29.6% | +29.4% | +0.2% | +15.6% |
| 1Y | +36.3% | +27.5% | +8.8% | +22.3% |
| 3Y | +13.2% | +10.3% | +2.8% | +4.2% |
| 5Y | +38.6% | +27.4% | +11.2% | +21.6% |
| 10Y | +60.9% | +134.6% | -73.7% | +16.3% |
| All | +1,140.6% | +1,630.9% | -490.2% | +570.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling