+21.1%
STM vs DVN
+1.4%
+19.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +5.2% | -1.3% | +6.5% | +5.6% |
| 30D | -7.4% | +12.6% | -20.0% | -10.7% |
| 3M | -30.6% | +8.1% | -38.8% | -32.8% |
| 6M | +66.4% | +10.2% | +56.2% | +57.3% |
| YTD | +101.1% | +33.8% | +67.4% | +74.7% |
| 1Y | +97.4% | +43.9% | +53.5% | +64.2% |
| 3Y | +21.1% | +1.7% | +19.4% | +1.7% |
| All | +21.1% | +1.4% | +19.7% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling