+1,029.3%
DVN vs ADP
+12,160.8%
-11,131.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -12.8% | +1.1% | -13.9% | -13.3% |
| 30D | -12.1% | +11.5% | -23.7% | -16.5% |
| 3M | -0.7% | +12.0% | -12.8% | -6.1% |
| 6M | -5.8% | +43.8% | -49.6% | -20.5% |
| YTD | +17.9% | +20.1% | -2.1% | +6.7% |
| 1Y | +29.0% | +22.3% | +6.7% | +15.7% |
| 3Y | +6.0% | +43.3% | -37.3% | -11.9% |
| 5Y | +22.1% | +47.3% | -25.2% | -0.8% |
| 10Y | +40.5% | +313.7% | -273.2% | -23.0% |
| All | +1,029.3% | +12,160.8% | -11,131.5% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling