-32.8%
STZ vs DVA
+40.3%
-73.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -1.9% | +1.8% | -3.8% | -2.1% |
| 30D | -1.9% | -2.5% | +0.6% | -1.6% |
| 3M | -6.2% | -4.3% | -2.0% | -6.1% |
| 6M | -14.0% | +18.9% | -32.9% | -16.6% |
| YTD | -5.1% | +61.9% | -67.1% | -11.7% |
| 1Y | -9.6% | +35.7% | -45.3% | -14.1% |
| 3Y | -47.2% | +78.6% | -125.9% | -51.3% |
| All | -32.8% | +40.3% | -73.0% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling