+35.3%
DVN vs ADP
+25.3%
+10.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.8% |
| 7D | +7.8% | +0.3% | +7.6% | +7.8% |
| 30D | -7.9% | +11.6% | -19.5% | -8.9% |
| 3M | +3.7% | +15.1% | -11.3% | +2.1% |
| 6M | +0.2% | +46.0% | -45.8% | -3.9% |
| YTD | +28.6% | +22.4% | +6.2% | +20.1% |
| All | +35.3% | +25.3% | +10.0% | +29.5% |
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