+3,343.4%
STX vs DVN
+69.2%
+3,274.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | -2.3% | +4.5% | -6.8% | -3.2% |
| 30D | -5.5% | +12.0% | -17.4% | -7.7% |
| 3M | -4.3% | +13.4% | -17.7% | -7.0% |
| 6M | +115.6% | +12.1% | +103.5% | +108.6% |
| YTD | +202.2% | +38.8% | +163.4% | +177.9% |
| 1Y | +325.3% | +46.0% | +279.3% | +284.7% |
| 3Y | +1,283.9% | +9.5% | +1,274.4% | +1,209.1% |
| 5Y | +1,048.3% | +125.3% | +923.1% | +817.4% |
| All | +3,343.4% | +69.2% | +3,274.2% | +2,515.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling