+1,376.8%
STX vs DVN
+2.0%
+1,374.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | +9.6% | -0.1% | +9.7% | +9.6% |
| 30D | +10.6% | +8.0% | +2.6% | +9.2% |
| 3M | +4.8% | +11.9% | -7.1% | +2.6% |
| 6M | +137.3% | +10.6% | +126.6% | +130.7% |
| YTD | +222.5% | +35.4% | +187.1% | +198.4% |
| 1Y | +366.2% | +46.5% | +319.8% | +318.6% |
| All | +1,376.8% | +2.0% | +1,374.9% | +1,228.5% |
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 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