+57.3%
DVN vs STZ
+13.4%
+43.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | +10.4% | +2.6% | +7.8% | +9.0% |
| 30D | -6.7% | +15.2% | -21.9% | -13.5% |
| 3M | +5.6% | +7.6% | -2.0% | +0.7% |
| 6M | +0.7% | +5.3% | -4.6% | -3.7% |
| YTD | +29.6% | +8.6% | +20.9% | +19.7% |
| 1Y | +36.3% | +15.6% | +20.8% | +21.5% |
| 3Y | +13.2% | -35.2% | +48.3% | +32.9% |
| 5Y | +38.6% | -29.1% | +67.7% | +50.1% |
| All | +57.3% | +13.4% | +43.9% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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