+93.0%
DISV vs SPY
+79.3%
+13.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | 0.0% | -3.3% | +3.3% | +2.4% |
| 3M | -2.2% | -2.4% | +0.2% | -0.5% |
| 6M | +2.7% | +2.6% | +0.1% | +0.7% |
| YTD | +14.6% | +11.2% | +3.3% | +5.9% |
| 1Y | +23.8% | +13.4% | +10.4% | +12.9% |
| 3Y | +98.6% | +79.9% | +18.7% | +26.7% |
| All | +93.0% | +79.3% | +13.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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