+36.7%
DVN vs APA
+94.1%
-57.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | -0.4% |
| 7D | +10.4% | +8.5% | +1.8% | +4.2% |
| 30D | -6.7% | +2.8% | -9.5% | -8.4% |
| 3M | +5.6% | +21.7% | -16.1% | -8.1% |
| 6M | +0.7% | +32.6% | -31.9% | -17.8% |
| YTD | +29.6% | +103.7% | -74.1% | -23.0% |
| 1Y | +36.3% | +101.8% | -65.5% | -18.7% |
| 3Y | +13.2% | +48.1% | -34.9% | -20.7% |
| All | +36.7% | +94.1% | -57.4% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling