+14.6%
DVN vs STLA
+150.0%
-135.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +10.4% | -13.8% | +24.1% | +15.0% |
| 30D | -6.7% | -10.5% | +3.8% | -4.4% |
| 3M | +5.6% | -28.9% | +34.5% | +14.9% |
| 6M | +0.7% | -49.7% | +50.4% | +20.5% |
| YTD | +29.6% | -64.9% | +94.5% | +68.9% |
| 1Y | +36.3% | -64.0% | +100.4% | +75.5% |
| 3Y | +13.2% | -77.4% | +90.6% | +61.9% |
| 5Y | +38.6% | -74.4% | +113.0% | +84.7% |
| 10Y | +60.9% | -6.4% | +67.2% | +56.6% |
| All | +14.6% | +150.0% | -135.4% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling