+67.3%
DVN vs STT
+271.9%
-204.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.4% |
| 7D | +4.5% | -0.4% | +5.0% | +4.8% |
| 30D | +12.0% | +1.7% | +10.2% | +10.3% |
| 3M | +13.4% | +17.9% | -4.5% | -0.3% |
| 6M | +12.1% | +55.3% | -43.2% | -20.6% |
| YTD | +38.8% | +52.7% | -13.8% | -1.4% |
| 1Y | +46.0% | +75.7% | -29.6% | -7.2% |
| 3Y | +9.5% | +197.9% | -188.4% | -54.5% |
| 5Y | +125.3% | +158.8% | -33.5% | -4.4% |
| All | +67.3% | +271.9% | -204.7% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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