+752.9%
DIS vs DVA
+5,059.1%
-4,306.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +0.6% |
| 7D | +4.4% | -1.6% | +6.0% | +4.6% |
| 30D | +10.3% | 0.0% | +10.3% | +10.2% |
| 3M | +15.5% | -2.4% | +17.9% | +15.7% |
| 6M | +11.2% | -9.8% | +21.0% | +12.0% |
| YTD | +5.6% | +57.8% | -52.2% | -3.2% |
| 1Y | +7.7% | +49.2% | -41.4% | -0.4% |
| 3Y | +39.3% | +116.0% | -76.7% | +20.4% |
| 5Y | -29.5% | +68.5% | -98.0% | -38.0% |
| 10Y | +36.3% | +198.9% | -162.6% | +8.2% |
| All | +752.9% | +5,059.1% | -4,306.2% | +466.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling