+365.4%
STX vs DVN
+41.2%
+324.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.1% |
| 7D | +2.4% | +1.5% | +0.9% | +2.6% |
| 30D | +1.4% | +14.2% | -12.8% | +3.8% |
| 3M | -8.2% | +5.2% | -13.5% | -7.3% |
| 6M | +127.0% | +11.9% | +115.1% | +132.8% |
| YTD | +209.1% | +32.8% | +176.3% | +233.4% |
| 1Y | +365.4% | +38.6% | +326.8% | +400.5% |
| All | +365.4% | +41.2% | +324.3% | +400.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling