+305.8%
DVN vs STLD
+8,008.3%
-7,702.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.7% |
| 7D | -19.1% | -11.1% | -7.9% | -15.3% |
| 30D | -11.8% | -4.8% | -7.1% | -10.3% |
| 3M | -1.5% | -14.6% | +13.1% | +3.9% |
| 6M | -8.2% | -7.4% | -0.8% | -7.1% |
| YTD | +17.4% | +32.6% | -15.2% | +2.2% |
| 1Y | +33.5% | +47.3% | -13.9% | +11.3% |
| 3Y | -0.3% | +107.5% | -107.9% | -28.9% |
| 5Y | +22.7% | +268.8% | -246.1% | -32.3% |
| 10Y | +51.8% | +883.3% | -831.5% | -39.8% |
| All | +305.8% | +8,008.3% | -7,702.6% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling