+14,198.8%
STRL vs DVA
+5,180.6%
+9,018.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.6% | +4.6% |
| 7D | +7.1% | -4.8% | +11.9% | +7.8% |
| 30D | -39.4% | +0.9% | -40.3% | -39.8% |
| 3M | -43.0% | +2.9% | -45.9% | -43.7% |
| 6M | -65.0% | -7.8% | -57.2% | -65.0% |
| YTD | -0.8% | +61.5% | -62.3% | -10.4% |
| 1Y | -20.3% | +50.1% | -70.4% | -27.2% |
| 3Y | +356.5% | +121.1% | +235.4% | +285.5% |
| 5Y | +952.8% | +72.9% | +879.9% | +804.2% |
| 10Y | +3,877.1% | +208.2% | +3,668.8% | +2,972.8% |
| All | +14,198.8% | +5,180.6% | +9,018.2% | +12,340.7% |
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 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