-10.5%
STRL vs DVA
+42.3%
-52.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.3% | -3.1% |
| 7D | +15.7% | -8.8% | +24.4% | +15.8% |
| 30D | -35.5% | -3.4% | -32.1% | -35.6% |
| 3M | -47.1% | -2.6% | -44.6% | -47.5% |
| 6M | -65.8% | -11.9% | -53.9% | -66.0% |
| YTD | -4.5% | +53.6% | -58.2% | -13.9% |
| 1Y | -10.5% | +41.9% | -52.3% | -21.5% |
| All | -10.5% | +42.3% | -52.8% | -21.5% |
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