+1,140.6%
DVN vs APD
+6,473.2%
-5,332.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +10.4% | +3.8% | +6.5% | +8.5% |
| 30D | -6.7% | +8.2% | -14.9% | -10.1% |
| 3M | +5.6% | +4.3% | +1.3% | +3.4% |
| 6M | +0.7% | +4.7% | -4.0% | -2.4% |
| YTD | +29.6% | +31.5% | -2.0% | +12.8% |
| 1Y | +36.3% | +23.5% | +12.8% | +21.7% |
| 3Y | +13.2% | +29.1% | -16.0% | -3.2% |
| 5Y | +38.6% | +15.9% | +22.7% | +22.6% |
| 10Y | +60.9% | +191.9% | -131.0% | -2.9% |
| All | +1,140.6% | +6,473.2% | -5,332.6% | +266.3% |
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