+10,249.8%
STX vs DVA
+1,955.9%
+8,293.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | +0.3% |
| 7D | +16.8% | -10.7% | +27.5% | +20.6% |
| 30D | -27.0% | -4.4% | -22.6% | -26.6% |
| 3M | -37.9% | -4.1% | -33.8% | -37.8% |
| 6M | -32.5% | -13.2% | -19.3% | -31.3% |
| YTD | +98.6% | +53.2% | +45.4% | +65.4% |
| 1Y | +93.6% | +40.8% | +52.8% | +65.4% |
| 3Y | +699.1% | +109.7% | +589.3% | +473.8% |
| 5Y | +481.0% | +64.5% | +416.5% | +329.9% |
| 10Y | +2,082.0% | +192.4% | +1,889.6% | +1,094.8% |
| All | +10,249.8% | +1,955.9% | +8,293.8% | +2,932.3% |
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