-77.2%
STLA vs DVA
+105.4%
-182.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.1% | -0.9% | -4.6% |
| 7D | -13.1% | -10.7% | -2.4% | -10.2% |
| 30D | -13.3% | -4.4% | -8.9% | -12.2% |
| 3M | -27.9% | -4.1% | -23.8% | -27.3% |
| 6M | -47.8% | -13.2% | -34.6% | -46.3% |
| YTD | -64.6% | +53.2% | -117.8% | -69.5% |
| 1Y | -64.0% | +40.8% | -104.8% | -68.2% |
| All | -77.2% | +105.4% | -182.6% | -81.9% |
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 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