+22,793.6%
STRL vs DVA
+5,194.7%
+17,599.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.5% |
| 7D | +3.4% | +1.8% | +1.6% | +3.1% |
| 30D | -9.2% | -2.5% | -6.8% | -8.9% |
| 3M | -51.0% | -4.3% | -46.8% | -51.0% |
| 6M | +15.8% | +18.9% | -3.1% | +11.6% |
| YTD | +58.9% | +61.9% | -3.1% | +44.5% |
| 1Y | +68.5% | +35.7% | +32.8% | +57.6% |
| 3Y | +485.2% | +78.6% | +406.6% | +413.2% |
| 5Y | +2,005.1% | +39.2% | +1,965.9% | +1,786.7% |
| 10Y | +7,118.0% | +184.0% | +6,933.9% | +5,580.6% |
| All | +22,793.6% | +5,194.7% | +17,599.0% | +19,959.3% |
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