+1,131.3%
DVN vs APD
+6,466.4%
-5,335.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +7.8% | +2.2% | +5.6% | +6.8% |
| 30D | -7.9% | +9.4% | -17.4% | -11.7% |
| 3M | +3.7% | +4.7% | -0.9% | +1.3% |
| 6M | +0.2% | +5.5% | -5.3% | -3.2% |
| YTD | +28.6% | +31.4% | -2.8% | +12.0% |
| 1Y | +34.6% | +24.1% | +10.5% | +19.9% |
| 3Y | +11.8% | +28.8% | -17.0% | -4.2% |
| 5Y | +37.6% | +15.8% | +21.8% | +21.8% |
| 10Y | +59.7% | +191.6% | -131.9% | -3.6% |
| All | +1,131.3% | +6,466.4% | -5,335.1% | +263.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling