+21.1%
STM vs DVN
+124.0%
-102.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -5.2% | +8.0% | -13.1% | -7.1% |
| 3M | -29.6% | +11.9% | -41.5% | -32.4% |
| 6M | +54.4% | +10.6% | +43.7% | +47.3% |
| YTD | +99.5% | +35.4% | +64.1% | +78.3% |
| 1Y | +100.8% | +46.5% | +54.3% | +73.7% |
| 3Y | +20.2% | +3.0% | +17.2% | +11.2% |
| 5Y | +21.1% | +120.5% | -99.4% | +0.7% |
| All | +21.1% | +124.0% | -102.8% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling