+50.9%
STLA vs DVA
+187.8%
-136.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | +0.9% | 0.0% | +0.9% | +0.9% |
| 3M | -21.6% | -10.9% | -10.7% | -19.4% |
| 6M | -21.6% | +17.3% | -38.9% | -26.6% |
| YTD | -50.4% | +59.8% | -110.2% | -57.8% |
| 1Y | -43.6% | +36.3% | -79.8% | -49.6% |
| 3Y | -66.4% | +88.6% | -155.0% | -73.6% |
| 5Y | -62.3% | +47.5% | -109.8% | -69.1% |
| All | +50.9% | +187.8% | -136.9% | +1.7% |
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