+9,929.9%
STX vs DVA
+1,961.7%
+7,968.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +14.6% | -8.8% | +23.4% | +17.5% |
| 30D | -26.0% | -3.4% | -22.6% | -25.8% |
| 3M | -42.6% | -2.6% | -40.0% | -42.8% |
| 6M | -35.3% | -11.9% | -23.4% | -34.4% |
| YTD | +92.5% | +53.6% | +38.8% | +60.2% |
| 1Y | +102.4% | +41.9% | +60.5% | +72.5% |
| 3Y | +673.8% | +97.5% | +576.3% | +468.0% |
| 5Y | +463.1% | +65.0% | +398.1% | +316.3% |
| 10Y | +2,014.6% | +193.2% | +1,821.3% | +1,056.9% |
| All | +9,929.9% | +1,961.7% | +7,968.1% | +2,836.1% |
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