+5.7%
DIS vs DVA
+52.1%
-46.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.2% |
| 7D | +0.6% | -4.8% | +5.3% | +0.9% |
| 30D | +10.3% | +0.9% | +9.3% | +10.1% |
| 3M | +15.6% | +2.9% | +12.7% | +15.3% |
| 6M | +15.1% | -7.8% | +22.9% | +14.4% |
| YTD | +6.0% | +61.5% | -55.5% | +1.4% |
| 1Y | +5.7% | +50.1% | -44.4% | +3.8% |
| All | +5.7% | +52.1% | -46.5% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling