+33.3%
DVN vs ADP
+49.7%
-16.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +1.9% | +0.9% | +1.0% | +1.5% |
| 30D | -8.2% | +11.9% | -20.1% | -12.5% |
| 3M | -0.3% | +13.7% | -14.1% | -5.9% |
| 6M | -2.5% | +46.8% | -49.3% | -17.9% |
| YTD | +25.0% | +21.8% | +3.3% | +14.0% |
| 1Y | +31.1% | +23.5% | +7.6% | +18.7% |
| 3Y | +8.7% | +44.1% | -35.4% | -9.8% |
| 5Y | +33.3% | +49.9% | -16.6% | +9.3% |
| All | +33.3% | +49.7% | -16.4% | +9.3% |
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