+60.1%
STLD vs DVA
+62.2%
-2.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.8% | -3.5% |
| 7D | -3.9% | +4.7% | -8.7% | -4.3% |
| 30D | -0.4% | +7.8% | -8.2% | -1.0% |
| 3M | -9.2% | -15.5% | +6.3% | -8.1% |
| 6M | +5.0% | +25.0% | -20.1% | +0.7% |
| YTD | +42.8% | +69.6% | -26.8% | +28.0% |
| 1Y | +60.1% | +60.6% | -0.5% | +46.0% |
| All | +60.1% | +62.2% | -2.1% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling