+1,376.8%
STX vs DVA
+91.2%
+1,285.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.1% |
| 7D | +9.6% | +2.0% | +7.6% | +9.5% |
| 30D | +10.6% | -0.4% | +11.0% | +10.6% |
| 3M | +4.8% | -7.7% | +12.5% | +4.8% |
| 6M | +137.3% | +20.0% | +117.3% | +132.2% |
| YTD | +222.5% | +61.1% | +161.4% | +207.8% |
| 1Y | +366.2% | +33.9% | +332.4% | +352.1% |
| All | +1,376.8% | +91.2% | +1,285.7% | +1,355.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling