+67.3%
DVN vs STLA
+55.1%
+12.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.5% |
| 7D | +4.5% | -2.9% | +7.4% | +5.7% |
| 30D | +12.0% | +0.9% | +11.0% | +10.9% |
| 3M | +13.4% | -21.6% | +35.0% | +24.1% |
| 6M | +12.1% | -21.6% | +33.7% | +19.0% |
| YTD | +38.8% | -50.4% | +89.2% | +77.0% |
| 1Y | +46.0% | -43.6% | +89.6% | +70.9% |
| 3Y | +9.5% | -66.4% | +75.9% | +53.6% |
| 5Y | +125.3% | -62.3% | +187.6% | +181.2% |
| All | +67.3% | +55.1% | +12.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling