+9.0%
DVN vs STLA
-66.9%
+75.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +2.5% | -3.8% | +6.3% | +3.1% |
| 30D | +10.2% | -3.1% | +13.3% | +10.5% |
| 3M | +8.1% | -19.6% | +27.7% | +11.6% |
| 6M | +15.9% | -23.5% | +39.4% | +18.8% |
| YTD | +38.2% | -51.5% | +89.8% | +57.3% |
| 1Y | +44.5% | -39.7% | +84.1% | +51.4% |
| All | +9.0% | -66.9% | +75.9% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling