+1,140.6%
DVN vs STT
+6,607.8%
-5,467.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +10.4% | +4.8% | +5.6% | +8.6% |
| 30D | -6.7% | +3.9% | -10.6% | -8.0% |
| 3M | +5.6% | -8.2% | +13.8% | +8.3% |
| 6M | +0.7% | +15.6% | -14.9% | -4.9% |
| YTD | +29.6% | +37.6% | -8.1% | +14.4% |
| 1Y | +36.3% | +50.1% | -13.8% | +16.8% |
| 3Y | +13.2% | +183.1% | -169.9% | -22.1% |
| 5Y | +38.6% | +104.8% | -66.2% | +4.3% |
| 10Y | +60.9% | +201.9% | -141.0% | +11.1% |
| All | +1,140.6% | +6,607.8% | -5,467.1% | +425.4% |
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