+45.5%
DVN vs STLD
+804.7%
-759.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +0.1% |
| 7D | -8.8% | -4.7% | -4.2% | -6.3% |
| 30D | -10.0% | -0.9% | -9.1% | -9.8% |
| 3M | -3.7% | -11.9% | +8.2% | +2.5% |
| 6M | -3.5% | +0.9% | -4.4% | -7.4% |
| YTD | +20.8% | +40.4% | -19.7% | -8.2% |
| 1Y | +31.2% | +56.6% | -25.3% | -7.2% |
| 3Y | +5.0% | +125.5% | -120.5% | -45.5% |
| 5Y | +29.9% | +292.8% | -262.9% | -60.1% |
| 10Y | +45.5% | +787.1% | -741.6% | -77.1% |
| All | +45.5% | +804.7% | -759.2% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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