+16.3%
STZ vs DVA
+193.2%
-176.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.6% | -8.8% | +11.3% | +4.3% |
| 30D | +15.2% | -3.4% | +18.6% | +15.7% |
| 3M | +7.6% | -2.6% | +10.2% | +7.9% |
| 6M | +5.3% | -11.9% | +17.2% | +6.9% |
| YTD | +8.6% | +53.6% | -45.0% | -2.4% |
| 1Y | +15.6% | +41.9% | -26.3% | +5.5% |
| 3Y | -35.2% | +97.5% | -132.7% | -45.4% |
| 5Y | -29.1% | +65.0% | -94.1% | -40.2% |
| All | +16.3% | +193.2% | -176.8% | -14.9% |
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