+67.3%
DVN vs STZ
-11.3%
+78.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | +4.5% | -4.5% | +9.0% | +6.7% |
| 30D | +12.0% | -8.6% | +20.6% | +16.4% |
| 3M | +13.4% | -13.8% | +27.2% | +20.8% |
| 6M | +12.1% | -17.2% | +29.3% | +20.6% |
| YTD | +38.8% | -9.4% | +48.2% | +41.2% |
| 1Y | +46.0% | -11.9% | +57.9% | +50.0% |
| 3Y | +9.5% | -49.6% | +59.1% | +47.0% |
| 5Y | +125.3% | -37.2% | +162.4% | +158.4% |
| All | +67.3% | -11.3% | +78.6% | +73.6% |
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