+123.8%
STX vs DVN
+39.9%
+83.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -7.3% | -0.8% | -9.1% |
| 7D | -20.2% | -13.9% | -6.2% | -22.1% |
| 30D | -37.2% | -8.0% | -29.2% | -37.7% |
| 3M | -34.1% | +0.8% | -34.9% | -33.2% |
| 6M | -24.5% | -12.8% | -11.7% | -26.7% |
| YTD | +102.9% | +22.7% | +80.2% | +124.5% |
| 1Y | +123.8% | +39.0% | +84.8% | +161.2% |
| All | +123.8% | +39.9% | +83.9% | +161.2% |
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