+9.0%
DVN vs APA
+11.9%
-2.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.6% |
| 7D | +2.5% | +0.8% | +1.7% | +1.9% |
| 30D | +10.2% | +9.6% | +0.6% | +3.8% |
| 3M | +8.1% | +18.0% | -9.9% | -3.2% |
| 6M | +15.9% | +41.9% | -26.0% | -8.2% |
| YTD | +38.2% | +86.3% | -48.1% | -8.3% |
| 1Y | +44.5% | +97.9% | -53.4% | -8.9% |
| All | +9.0% | +11.9% | -2.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3y: compounded portfolio wealth divided by compounded APA 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…
3y analysis · Full analysis span regression · 6 months rolling