+56.1%
DVN vs STLD
+790.2%
-734.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.3% |
| 7D | +7.8% | +6.9% | +1.0% | +3.6% |
| 30D | -7.9% | -1.5% | -6.5% | -7.4% |
| 3M | +3.7% | -9.7% | +13.4% | +8.7% |
| 6M | +0.2% | +2.3% | -2.1% | -4.7% |
| YTD | +28.6% | +41.0% | -12.4% | -2.5% |
| 1Y | +34.6% | +51.8% | -17.2% | -2.8% |
| 3Y | +11.8% | +126.4% | -114.6% | -42.0% |
| 5Y | +37.6% | +285.7% | -248.1% | -57.0% |
| All | +56.1% | +790.2% | -734.1% | -75.1% |
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