+8,004.3%
STLD vs DVA
+2,386.7%
+5,617.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.4% | +0.3% |
| 7D | +6.9% | -10.7% | +17.5% | +9.3% |
| 30D | -1.5% | -4.4% | +2.9% | -0.9% |
| 3M | -9.7% | -4.1% | -5.6% | -9.4% |
| 6M | +2.3% | -13.2% | +15.5% | +4.2% |
| YTD | +41.0% | +53.2% | -12.2% | +25.4% |
| 1Y | +51.8% | +40.8% | +11.0% | +37.4% |
| 3Y | +126.4% | +109.7% | +16.7% | +84.3% |
| 5Y | +285.7% | +64.5% | +221.2% | +221.8% |
| 10Y | +792.7% | +192.4% | +600.3% | +546.6% |
| All | +8,004.3% | +2,386.7% | +5,617.6% | +4,194.2% |
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