+1,798.8%
DVN vs STZ
+9,621.1%
-7,822.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +1.5% | -1.9% | +3.4% | +2.0% |
| 30D | +14.2% | -1.9% | +16.1% | +14.5% |
| 3M | +5.2% | -6.2% | +11.5% | +6.5% |
| 6M | +11.9% | -14.0% | +25.9% | +15.0% |
| YTD | +32.8% | -5.1% | +37.9% | +33.1% |
| 1Y | +38.6% | -9.6% | +48.1% | +40.2% |
| 3Y | +0.5% | -47.2% | +47.8% | +13.8% |
| 5Y | +111.0% | -33.6% | +144.6% | +126.0% |
| 10Y | +56.1% | -9.8% | +65.9% | +58.0% |
| All | +1,798.8% | +9,621.1% | -7,822.3% | +1,101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling