DAX For standard deviation of a calculated difference

Hi

I have a dataset ('all') which has date, conversion rate of a website and a couple of dimensions to split the data by e.g. device.

I also have a "day on day" measure which is simply compares conversion rate for each day to the prior day and calculates the difference.

I want to now create another measure which takes all the "day on day" values and calculates the standard deviation.

The ultimate aim is to add a metric that says if the DoD variance is outside of a typical daily fluctuations (e.g. 2 standard deviations based on the previous n days) then flag it as a 1.

Using the STDEV.P('all',[day_on_day]) seems to work at a total level, but as soon as I bring in one of the dimensions it no longer works and returns 0.

I've tried to create a table 

and then calculating a standard deviation within that table based on a date range but this doesn't work either.

How can I resolve this and have a measure that says, for this date and device, what the standard deviation is the the day on day measure based on the previous n days for that same device?