+465.1%
STM vs DVN
+61.6%
+403.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +12.0% | +10.4% | +1.7% | +9.1% |
| 30D | -0.4% | -6.7% | +6.3% | +1.3% |
| 3M | -13.2% | +5.6% | -18.8% | -14.9% |
| 6M | -26.1% | +0.7% | -26.7% | -27.3% |
| YTD | +81.2% | +29.6% | +51.6% | +64.5% |
| 1Y | +98.3% | +36.3% | +62.0% | +77.1% |
| 3Y | +16.7% | +13.2% | +3.6% | +8.0% |
| 5Y | -4.8% | +38.6% | -43.4% | -19.9% |
| All | +465.1% | +61.6% | +403.4% | +268.1% |
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