+1.5%
STLA vs DVA
+193.2%
-191.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -13.8% | -8.8% | -5.0% | -11.3% |
| 30D | -10.5% | -3.4% | -7.1% | -9.7% |
| 3M | -28.9% | -2.6% | -26.3% | -28.6% |
| 6M | -49.7% | -11.9% | -37.9% | -48.4% |
| YTD | -64.9% | +53.6% | -118.6% | -70.0% |
| 1Y | -64.0% | +41.9% | -105.9% | -68.5% |
| 3Y | -77.4% | +97.5% | -174.9% | -82.5% |
| 5Y | -74.4% | +65.0% | -139.4% | -80.1% |
| All | +1.5% | +193.2% | -191.7% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling