+123.8%
STX vs DVA
+62.2%
+61.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.8% | -13.9% | -7.8% |
| 7D | -20.2% | +4.7% | -24.9% | -19.9% |
| 30D | -37.2% | +7.8% | -45.0% | -36.9% |
| 3M | -34.1% | -15.5% | -18.6% | -33.5% |
| 6M | -24.5% | +25.0% | -49.5% | -24.9% |
| YTD | +102.9% | +69.6% | +33.4% | +98.7% |
| 1Y | +123.8% | +60.6% | +63.2% | +115.3% |
| All | +123.8% | +62.2% | +61.6% | +115.3% |
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 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