+39.0%
DVN vs STRL
-30.1%
+69.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -21.5% | +14.1% | -8.0% |
| 7D | -13.9% | -27.1% | +13.1% | -14.8% |
| 30D | -8.0% | -45.8% | +37.8% | -10.3% |
| 3M | +0.8% | -47.6% | +48.4% | -1.6% |
| 6M | -12.8% | -46.4% | +33.7% | -13.5% |
| YTD | +22.7% | -7.4% | +30.1% | +29.5% |
| 1Y | +39.0% | -25.9% | +64.9% | +47.1% |
| All | +39.0% | -30.1% | +69.1% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling