+1,798.8%
DVN vs STRL
+19,359.6%
-17,560.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.8% | -7.2% | -1.9% |
| 7D | +1.5% | +3.4% | -1.9% | +1.3% |
| 30D | +14.2% | -9.2% | +23.4% | +14.8% |
| 3M | +5.2% | -51.0% | +56.3% | +9.4% |
| 6M | +11.9% | +15.8% | -3.9% | +8.4% |
| YTD | +32.8% | +58.9% | -26.0% | +25.8% |
| 1Y | +38.6% | +68.5% | -29.9% | +30.0% |
| 3Y | +0.5% | +485.2% | -484.7% | -14.8% |
| 5Y | +111.0% | +2,005.1% | -1,894.1% | +63.7% |
| 10Y | +56.1% | +7,118.0% | -7,061.8% | +13.1% |
| All | +1,798.8% | +19,359.6% | -17,560.8% | +1,206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling