+12.5%
STZ vs DVA
+197.6%
-185.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.6% |
| 7D | +5.3% | -1.6% | +6.9% | +5.6% |
| 30D | +19.6% | 0.0% | +19.6% | +19.4% |
| 3M | +10.0% | -2.4% | +12.4% | +10.2% |
| 6M | -0.3% | -9.8% | +9.5% | +0.8% |
| YTD | +8.6% | +57.8% | -49.2% | -2.9% |
| 1Y | +16.6% | +49.2% | -32.6% | +5.5% |
| 3Y | -34.8% | +116.0% | -150.8% | -46.0% |
| 5Y | -27.8% | +68.5% | -96.3% | -39.3% |
| 10Y | +12.5% | +198.9% | -186.4% | -17.5% |
| All | +12.5% | +197.6% | -185.0% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling