+62.5%
DVN vs STLD
+1,092.9%
-1,030.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.1% | -2.8% | +2.7% | +1.6% |
| 30D | +8.0% | -10.4% | +18.4% | +14.4% |
| 3M | +11.9% | -10.6% | +22.5% | +17.4% |
| 6M | +10.6% | +32.7% | -22.1% | -11.4% |
| YTD | +35.4% | +42.8% | -7.4% | +2.7% |
| 1Y | +46.5% | +86.9% | -40.5% | -7.6% |
| 3Y | +3.0% | +143.8% | -140.8% | -48.9% |
| 5Y | +120.5% | +293.5% | -173.0% | -31.2% |
| 10Y | +62.5% | +1,122.7% | -1,060.2% | -78.2% |
| All | +62.5% | +1,092.9% | -1,030.4% | -78.2% |
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