+36.0%
DIS vs DVA
+118.6%
-82.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.1% | +2.4% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +10.2% | +3.5% | +6.7% | +9.6% |
| 3M | +13.5% | +1.0% | +12.6% | +13.2% |
| 6M | +11.1% | -6.6% | +17.7% | +10.9% |
| YTD | +5.5% | +63.3% | -57.8% | -4.8% |
| 1Y | +9.1% | +50.0% | -40.9% | +0.1% |
| 3Y | +36.0% | +120.1% | -84.1% | +10.7% |
| All | +36.0% | +118.6% | -82.6% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling