+0.2%
DVN vs APD
+5.0%
-4.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.9% |
| 7D | +7.8% | +2.2% | +5.6% | +8.0% |
| 30D | -7.9% | +9.4% | -17.4% | -6.9% |
| 3M | +3.7% | +4.7% | -0.9% | +3.8% |
| 6M | +0.2% | +5.5% | -5.3% | -5.9% |
| All | +0.2% | +5.0% | -4.8% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 6mo: compounded portfolio wealth divided by compounded APD 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…
6mo analysis · Full analysis span regression · 6 months rolling