-41.5%
DIS vs DVA
+38.1%
-79.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | -1.1% | +2.2% | -3.3% | -1.5% |
| 30D | +0.1% | -2.0% | +2.2% | +0.5% |
| 3M | +7.1% | -6.3% | +13.3% | +7.3% |
| 6M | +4.3% | +19.4% | -15.2% | -0.7% |
| YTD | -6.9% | +58.5% | -65.4% | -16.8% |
| 1Y | -10.3% | +33.9% | -44.2% | -17.0% |
| 3Y | +32.8% | +88.4% | -55.6% | +12.1% |
| 5Y | -41.5% | +39.5% | -81.0% | -48.1% |
| All | -41.5% | +38.1% | -79.5% | -48.1% |
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