+655.9%
STM vs DVN
+69.2%
+586.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -1.4% | +4.5% | -5.9% | -2.6% |
| 30D | -4.9% | +12.0% | -16.9% | -7.8% |
| 3M | -34.0% | +13.4% | -47.4% | -36.6% |
| 6M | +51.8% | +12.1% | +39.7% | +44.8% |
| YTD | +99.4% | +38.8% | +60.5% | +78.7% |
| 1Y | +99.1% | +46.0% | +53.0% | +75.0% |
| 3Y | +19.5% | +9.5% | +10.0% | +11.7% |
| 5Y | +19.5% | +125.3% | -105.8% | -11.2% |
| All | +655.9% | +69.2% | +586.6% | +386.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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