+44.5%
DVN vs ADP
-7.7%
+52.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +2.5% | -5.7% | +8.2% | +3.1% |
| 30D | +10.2% | -1.4% | +11.6% | +10.3% |
| 3M | +8.1% | +16.6% | -8.5% | +6.3% |
| 6M | +15.9% | +24.9% | -9.1% | +12.5% |
| YTD | +38.2% | +5.6% | +32.7% | +33.0% |
| 1Y | +44.5% | -6.0% | +50.5% | +38.7% |
| All | +44.5% | -7.7% | +52.2% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling