+1,171.8%
DVN vs STT
+7,372.9%
-6,201.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +14.2% | +3.9% | +10.3% | +12.6% |
| 3M | +5.2% | +20.0% | -14.7% | -1.5% |
| 6M | +11.9% | +55.3% | -43.4% | -4.7% |
| YTD | +32.8% | +53.3% | -20.5% | +13.3% |
| 1Y | +38.6% | +74.7% | -36.1% | +12.8% |
| 3Y | +0.5% | +205.8% | -205.3% | -32.5% |
| 5Y | +111.0% | +145.0% | -34.0% | +50.0% |
| 10Y | +56.1% | +266.0% | -209.9% | +2.0% |
| All | +1,171.8% | +7,372.9% | -6,201.1% | +420.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling