+44.5%
DVN vs STRL
+66.6%
-22.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.0% |
| 7D | +2.5% | +5.4% | -2.9% | +2.8% |
| 30D | +10.2% | -9.0% | +19.2% | +9.8% |
| 3M | +8.1% | -37.1% | +45.2% | +6.3% |
| 6M | +15.9% | +17.8% | -1.9% | +19.5% |
| YTD | +38.2% | +58.3% | -20.1% | +45.7% |
| 1Y | +44.5% | +61.0% | -16.5% | +58.2% |
| All | +44.5% | +66.6% | -22.1% | +58.2% |
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