+57.3%
DVN vs STLA
-4.1%
+61.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +10.4% | -13.8% | +24.1% | +16.8% |
| 30D | -6.7% | -10.5% | +3.8% | -3.6% |
| 3M | +5.6% | -28.9% | +34.5% | +18.6% |
| 6M | +0.7% | -49.7% | +50.4% | +29.3% |
| YTD | +29.6% | -64.9% | +94.5% | +88.1% |
| 1Y | +36.3% | -64.0% | +100.4% | +94.0% |
| 3Y | +13.2% | -77.4% | +90.6% | +87.5% |
| 5Y | +38.6% | -74.4% | +113.0% | +101.7% |
| All | +57.3% | -4.1% | +61.4% | +11.9% |
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