+2,125.4%
STRL vs DVA
+41.6%
+2,083.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | +8.2% | +2.0% | +6.2% | +7.8% |
| 30D | -6.3% | -0.4% | -5.9% | -6.3% |
| 3M | -41.2% | -7.7% | -33.5% | -40.9% |
| 6M | +20.4% | +20.0% | +0.4% | +14.9% |
| YTD | +61.7% | +61.1% | +0.6% | +46.3% |
| 1Y | +72.7% | +33.9% | +38.8% | +61.0% |
| 3Y | +530.9% | +91.5% | +439.4% | +440.5% |
| 5Y | +2,125.4% | +41.8% | +2,083.6% | +2,092.7% |
| All | +2,125.4% | +41.6% | +2,083.8% | +2,092.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling