+36.7%
DVN vs ADP
+49.5%
-12.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +10.4% | +2.2% | +8.2% | +9.5% |
| 30D | -6.7% | +10.6% | -17.3% | -10.6% |
| 3M | +5.6% | +12.9% | -7.3% | +0.1% |
| 6M | +0.7% | +50.6% | -50.0% | -16.2% |
| YTD | +29.6% | +23.2% | +6.4% | +17.7% |
| 1Y | +36.3% | +25.3% | +11.1% | +22.7% |
| 3Y | +13.2% | +47.1% | -34.0% | -7.0% |
| All | +36.7% | +49.5% | -12.8% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling