+67.3%
DVN vs STRL
+7,221.5%
-7,154.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | -0.8% |
| 7D | +4.5% | +5.0% | -0.5% | +3.3% |
| 30D | +12.0% | -6.9% | +18.9% | +13.3% |
| 3M | +13.4% | -39.1% | +52.5% | +24.0% |
| 6M | +12.1% | +21.5% | -9.4% | -4.1% |
| YTD | +38.8% | +66.9% | -28.1% | +6.9% |
| 1Y | +46.0% | +61.6% | -15.6% | +10.1% |
| 3Y | +9.5% | +560.0% | -550.5% | -54.8% |
| 5Y | +125.3% | +2,238.9% | -2,113.6% | -47.3% |
| All | +67.3% | +7,221.5% | -7,154.2% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling