+22.3%
DIS vs DVA
+186.3%
-164.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.2% |
| 7D | -3.5% | +2.0% | -5.5% | -3.9% |
| 30D | +1.0% | -0.4% | +1.3% | +1.0% |
| 3M | +5.7% | -7.7% | +13.3% | +6.5% |
| 6M | +3.3% | +20.0% | -16.7% | -2.4% |
| YTD | -7.7% | +61.1% | -68.8% | -19.2% |
| 1Y | -10.0% | +33.9% | -43.8% | -17.8% |
| 3Y | +31.7% | +91.5% | -59.8% | +7.5% |
| 5Y | -42.2% | +41.8% | -84.0% | -50.7% |
| 10Y | +22.3% | +187.5% | -165.2% | -12.4% |
| All | +22.3% | +186.3% | -164.0% | -12.4% |
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