+124.3%
DVN vs STZ
-37.5%
+161.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.3% | +1.6% |
| 7D | +2.5% | -4.1% | +6.6% | +3.6% |
| 30D | +10.2% | -7.6% | +17.8% | +12.2% |
| 3M | +8.1% | -12.3% | +20.4% | +11.5% |
| 6M | +15.9% | -16.3% | +32.2% | +20.6% |
| YTD | +38.2% | -8.4% | +46.6% | +38.8% |
| 1Y | +44.5% | -10.8% | +55.3% | +46.1% |
| 3Y | +5.1% | -49.0% | +54.1% | +26.0% |
| 5Y | +124.3% | -36.5% | +160.8% | +114.0% |
| All | +124.3% | -37.5% | +161.8% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling