+799.8%
STLD vs DVA
+206.9%
+592.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.6% |
| 7D | -0.5% | -4.8% | +4.3% | +0.7% |
| 30D | -0.1% | +0.9% | -1.0% | -0.8% |
| 3M | -9.2% | +2.9% | -12.0% | -10.5% |
| 6M | +1.8% | -7.8% | +9.5% | +2.3% |
| YTD | +42.1% | +61.5% | -19.4% | +19.1% |
| 1Y | +58.5% | +50.1% | +8.4% | +35.8% |
| 3Y | +128.2% | +121.1% | +7.1% | +66.0% |
| 5Y | +288.2% | +72.9% | +215.3% | +192.7% |
| 10Y | +799.8% | +208.2% | +591.6% | +457.0% |
| All | +799.8% | +206.9% | +592.9% | +457.0% |
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 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