+1,171.8%
DVN vs ADP
+11,097.1%
-9,925.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.6% |
| 7D | +1.5% | -3.4% | +4.9% | +3.0% |
| 30D | +14.2% | +2.8% | +11.4% | +12.7% |
| 3M | +5.2% | +20.9% | -15.7% | -3.7% |
| 6M | +11.9% | +29.9% | -18.0% | -1.3% |
| YTD | +32.8% | +9.6% | +23.2% | +25.6% |
| 1Y | +38.6% | -5.3% | +43.8% | +39.4% |
| 3Y | +0.5% | +16.5% | -15.9% | -8.3% |
| 5Y | +111.0% | +49.4% | +61.6% | +70.9% |
| 10Y | +56.1% | +282.2% | -226.1% | -10.9% |
| All | +1,171.8% | +11,097.1% | -9,925.3% | +284.2% |
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