+1,131.3%
DVN vs ADP
+12,398.7%
-11,267.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | +7.8% | +0.3% | +7.6% | +7.7% |
| 30D | -7.9% | +11.6% | -19.5% | -12.5% |
| 3M | +3.7% | +15.1% | -11.3% | -3.0% |
| 6M | +0.2% | +46.0% | -45.8% | -16.0% |
| YTD | +28.6% | +22.4% | +6.2% | +15.4% |
| 1Y | +34.6% | +24.5% | +10.1% | +19.8% |
| 3Y | +11.8% | +44.8% | -33.0% | -7.5% |
| 5Y | +37.6% | +49.1% | -11.5% | +11.2% |
| 10Y | +59.7% | +320.9% | -261.2% | -13.1% |
| All | +1,131.3% | +12,398.7% | -11,267.4% | +252.9% |
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