+673.8%
STX vs DVN
+12.2%
+661.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -3.2% |
| 7D | +14.6% | +10.4% | +4.2% | +12.7% |
| 30D | -26.0% | -6.7% | -19.3% | -25.2% |
| 3M | -42.6% | +5.6% | -48.2% | -43.3% |
| 6M | -35.3% | +0.7% | -35.9% | -35.7% |
| YTD | +92.5% | +29.6% | +62.9% | +78.0% |
| 1Y | +102.4% | +36.3% | +66.1% | +83.7% |
| 3Y | +673.8% | +13.2% | +660.7% | +596.4% |
| All | +673.8% | +12.2% | +661.6% | +596.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling