+120.5%
DVN vs STRL
+2,102.6%
-1,982.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | -0.1% | +8.2% | -8.3% | -0.8% |
| 30D | +8.0% | -6.3% | +14.3% | +8.5% |
| 3M | +11.9% | -41.2% | +53.1% | +16.7% |
| 6M | +10.6% | +20.4% | -9.7% | +2.5% |
| YTD | +35.4% | +61.7% | -26.3% | +18.6% |
| 1Y | +46.5% | +72.7% | -26.2% | +24.1% |
| 3Y | +3.0% | +530.9% | -528.0% | -40.7% |
| 5Y | +120.5% | +2,125.4% | -2,004.9% | -32.8% |
| All | +120.5% | +2,102.6% | -1,982.1% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling