-35.3%
STX vs DVN
+1.3%
-36.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -3.2% |
| 7D | +14.6% | +10.4% | +4.2% | +13.8% |
| 30D | -26.0% | -6.7% | -19.3% | -26.7% |
| 3M | -42.6% | +5.6% | -48.2% | -42.4% |
| 6M | -35.3% | +0.7% | -35.9% | -35.6% |
| All | -35.3% | +1.3% | -36.6% | -35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling