+50.0%
STLD vs DVA
+42.3%
+7.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +2.9% | -8.8% | +11.7% | +3.5% |
| 30D | -5.6% | -3.4% | -2.2% | -5.5% |
| 3M | -11.7% | -2.6% | -9.2% | -11.9% |
| 6M | -2.8% | -11.9% | +9.1% | -2.7% |
| YTD | +36.4% | +53.6% | -17.2% | +23.3% |
| 1Y | +50.0% | +41.9% | +8.1% | +40.4% |
| All | +50.0% | +42.3% | +7.7% | +40.4% |
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