+22.1%
DVN vs STLD
+269.6%
-247.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.3% |
| 7D | -12.8% | -9.7% | -3.1% | -9.4% |
| 30D | -12.1% | -4.5% | -7.6% | -10.7% |
| 3M | -0.7% | -13.1% | +12.4% | +4.0% |
| 6M | -5.8% | -2.8% | -3.0% | -6.7% |
| YTD | +17.9% | +35.3% | -17.4% | +0.3% |
| 1Y | +29.0% | +51.4% | -22.4% | +4.3% |
| 3Y | +6.0% | +117.9% | -112.0% | -29.5% |
| 5Y | +22.1% | +272.6% | -250.5% | -38.5% |
| All | +22.1% | +269.6% | -247.5% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling