+31.9%
DIS vs DVA
+193.2%
-161.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +1.9% | -8.8% | +10.7% | +3.8% |
| 30D | +9.2% | -3.4% | +12.6% | +9.7% |
| 3M | +13.5% | -2.6% | +16.1% | +13.7% |
| 6M | +14.3% | -11.9% | +26.2% | +15.8% |
| YTD | +5.4% | +53.6% | -48.3% | -7.3% |
| 1Y | +12.2% | +41.9% | -29.7% | +0.5% |
| 3Y | +37.2% | +97.5% | -60.3% | +11.0% |
| 5Y | -23.1% | +65.0% | -88.1% | -37.5% |
| All | +31.9% | +193.2% | -161.3% | -9.4% |
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 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