+1,229.2%
DVN vs APD
+5,912.6%
-4,683.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | +4.5% | -3.3% | +7.8% | +6.1% |
| 30D | +12.0% | -4.2% | +16.1% | +14.0% |
| 3M | +13.4% | +5.4% | +8.0% | +10.0% |
| 6M | +12.1% | +6.3% | +5.8% | +8.1% |
| YTD | +38.8% | +20.3% | +18.5% | +26.0% |
| 1Y | +46.0% | +1.6% | +44.4% | +42.2% |
| 3Y | +9.5% | +4.0% | +5.5% | +3.1% |
| 5Y | +125.3% | +23.3% | +101.9% | +93.7% |
| 10Y | +66.6% | +165.6% | -99.0% | +5.2% |
| All | +1,229.2% | +5,912.6% | -4,683.4% | +309.1% |
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