+6.8%
DVN vs ADP
+13.6%
-6.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -0.1% | -5.7% | +5.6% | +1.6% |
| 30D | +8.0% | -3.1% | +11.1% | +8.8% |
| 3M | +11.9% | +15.6% | -3.7% | +6.6% |
| 6M | +10.6% | +20.8% | -10.2% | +3.7% |
| YTD | +35.4% | +4.7% | +30.6% | +33.5% |
| 1Y | +46.5% | -8.3% | +54.8% | +53.3% |
| All | +6.8% | +13.6% | -6.8% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling