+120.5%
DVN vs STLA
-63.2%
+183.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.7% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | +8.0% | -5.2% | +13.2% | +9.1% |
| 3M | +11.9% | -24.9% | +36.8% | +19.3% |
| 6M | +10.6% | -25.2% | +35.8% | +16.1% |
| YTD | +35.4% | -51.4% | +86.8% | +60.3% |
| 1Y | +46.5% | -40.7% | +87.2% | +58.7% |
| 3Y | +3.0% | -66.3% | +69.2% | +27.5% |
| 5Y | +120.5% | -63.2% | +183.8% | +157.7% |
| All | +120.5% | -63.2% | +183.7% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling