+2,797.0%
STZ vs DVA
+5,506.3%
-2,709.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.8% |
| 7D | +11.8% | +0.8% | +11.0% | +11.7% |
| 30D | +26.0% | +8.0% | +18.0% | +24.7% |
| 3M | +11.5% | +3.2% | +8.3% | +11.0% |
| 6M | -2.0% | +24.1% | -26.0% | -5.1% |
| YTD | +7.9% | +71.5% | -63.6% | +0.1% |
| 1Y | +13.9% | +60.8% | -46.9% | +6.5% |
| 3Y | -35.8% | +145.2% | -181.1% | -43.2% |
| 5Y | -28.4% | +78.1% | -106.6% | -35.6% |
| 10Y | +7.1% | +232.3% | -225.2% | -11.2% |
| All | +2,797.0% | +5,506.3% | -2,709.4% | +2,067.4% |
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