+325.3%
STX vs DVN
+47.2%
+278.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.7% |
| 7D | -2.3% | +4.5% | -6.8% | -1.5% |
| 30D | -5.5% | +12.0% | -17.4% | -3.6% |
| 3M | -4.3% | +13.4% | -17.7% | -2.0% |
| 6M | +115.6% | +12.1% | +103.5% | +120.2% |
| YTD | +202.2% | +38.8% | +163.4% | +228.4% |
| 1Y | +325.3% | +46.0% | +279.3% | +360.7% |
| All | +325.3% | +47.2% | +278.1% | +360.7% |
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 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