+117.9%
DVN vs STT
+158.4%
-40.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | -1.3% | +2.2% | -3.5% | -2.3% |
| 30D | +12.6% | +3.9% | +8.7% | +10.5% |
| 3M | +8.1% | +19.2% | -11.0% | -1.1% |
| 6M | +10.2% | +60.4% | -50.2% | -13.7% |
| YTD | +33.8% | +51.5% | -17.7% | +7.2% |
| 1Y | +43.9% | +76.3% | -32.4% | +6.0% |
| 3Y | +1.7% | +200.7% | -199.0% | -43.5% |
| All | +117.9% | +158.4% | -40.5% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling