-67.1%
STLA vs DVA
+91.2%
-158.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.3% |
| 7D | +0.4% | +2.0% | -1.6% | -0.1% |
| 30D | -5.2% | -0.4% | -4.8% | -5.1% |
| 3M | -24.9% | -7.7% | -17.2% | -23.7% |
| 6M | -25.2% | +20.0% | -45.1% | -29.6% |
| YTD | -51.4% | +61.1% | -112.5% | -57.3% |
| 1Y | -40.7% | +33.9% | -74.6% | -45.6% |
| All | -67.1% | +91.2% | -158.2% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling