+1.7%
DVN vs STRL
+531.3%
-529.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.6% |
| 7D | -1.3% | +10.1% | -11.4% | -1.7% |
| 30D | +12.6% | -8.2% | +20.8% | +12.9% |
| 3M | +8.1% | -43.7% | +51.8% | +10.2% |
| 6M | +10.2% | +27.1% | -16.9% | +5.5% |
| YTD | +33.8% | +64.0% | -30.2% | +24.5% |
| 1Y | +43.9% | +75.2% | -31.3% | +30.9% |
| 3Y | +1.7% | +539.9% | -538.2% | -24.8% |
| All | +1.7% | +531.3% | -529.6% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling