+2,285.7%
STM vs DVN
+834.8%
+1,450.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | +5.8% | +1.5% | +4.3% | +5.3% |
| 30D | -1.0% | +14.2% | -15.2% | -5.1% |
| 3M | -33.3% | +5.2% | -38.5% | -34.9% |
| 6M | +57.4% | +11.9% | +45.5% | +49.1% |
| YTD | +102.2% | +32.8% | +69.4% | +81.2% |
| 1Y | +99.6% | +38.6% | +61.0% | +75.3% |
| 3Y | +14.5% | +0.5% | +14.0% | +9.4% |
| 5Y | +21.4% | +111.0% | -89.7% | -12.9% |
| 10Y | +695.0% | +56.1% | +638.8% | +411.4% |
| All | +2,285.7% | +834.8% | +1,450.9% | +1,000.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling