+2,448.4%
STZ vs DVA
+5,194.7%
-2,746.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.3% |
| YTD | -5.1% | +61.9% | -67.1% | -11.2% |
| 1Y | -9.6% | +35.7% | -45.3% | -13.7% |
| 3Y | -47.2% | +78.6% | -125.9% | -51.7% |
| 5Y | -33.6% | +39.2% | -72.8% | -38.4% |
| 10Y | -9.8% | +184.0% | -193.8% | -23.9% |
| All | +2,448.4% | +5,194.7% | -2,746.3% | +1,821.4% |
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 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