+1,125.4%
STX vs DVN
+114.8%
+1,010.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.3% |
| 7D | +9.6% | -0.1% | +9.7% | +9.6% |
| 30D | +10.6% | +8.0% | +2.6% | +8.6% |
| 3M | +4.8% | +11.9% | -7.1% | +1.6% |
| 6M | +137.3% | +10.6% | +126.6% | +128.9% |
| YTD | +222.5% | +35.4% | +187.1% | +193.8% |
| 1Y | +366.2% | +46.5% | +319.8% | +312.4% |
| 3Y | +1,352.9% | +3.0% | +1,349.9% | +1,277.8% |
| All | +1,125.4% | +114.8% | +1,010.6% | +803.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling