-37.0%
STZ vs DVA
+139.6%
-176.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +4.9% | +2.1% | +2.9% | +4.5% |
| 30D | +20.9% | +8.2% | +12.6% | +19.1% |
| 3M | +8.0% | +5.9% | +2.1% | +6.7% |
| 6M | -5.3% | -1.3% | -4.0% | -6.1% |
| YTD | +5.9% | +68.4% | -62.5% | -6.2% |
| 1Y | +14.2% | +57.5% | -43.2% | +2.5% |
| 3Y | -37.0% | +142.3% | -179.3% | -47.9% |
| All | -37.0% | +139.6% | -176.6% | -47.9% |
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 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