+252.7%
STLA vs DVA
+471.7%
-219.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -0.9% | -2.4% |
| 7D | +0.7% | +2.2% | -1.5% | +0.1% |
| 30D | -2.4% | -2.0% | -0.3% | -1.8% |
| 3M | -23.9% | -6.3% | -17.6% | -22.8% |
| 6M | -24.6% | +19.4% | -44.1% | -30.1% |
| YTD | -50.5% | +58.5% | -109.0% | -58.2% |
| 1Y | -39.8% | +33.9% | -73.7% | -46.4% |
| 3Y | -65.6% | +88.4% | -154.1% | -73.5% |
| 5Y | -62.1% | +39.5% | -101.6% | -68.8% |
| 10Y | +47.8% | +179.5% | -131.7% | -9.5% |
| All | +252.7% | +471.7% | -219.0% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling