+1,073.1%
STM vs DVA
+5,194.7%
-4,121.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | +5.8% | +1.8% | +4.0% | +5.4% |
| 30D | -1.0% | -2.5% | +1.5% | -0.6% |
| 3M | -33.3% | -4.3% | -29.0% | -33.2% |
| 6M | +57.4% | +18.9% | +38.5% | +49.8% |
| YTD | +102.2% | +61.9% | +40.2% | +79.1% |
| 1Y | +99.6% | +35.7% | +63.9% | +83.1% |
| 3Y | +14.5% | +78.6% | -64.1% | -2.6% |
| 5Y | +21.4% | +39.2% | -17.8% | +6.0% |
| 10Y | +695.0% | +184.0% | +510.9% | +488.0% |
| All | +1,073.1% | +5,194.7% | -4,121.6% | +402.3% |
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