+124.3%
DVN vs ONTO
+246.7%
-122.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.6% |
| 7D | +2.5% | +6.5% | -4.0% | +1.6% |
| 30D | +10.2% | -15.9% | +26.1% | +12.4% |
| 3M | +8.1% | -0.2% | +8.3% | +5.5% |
| 6M | +15.9% | +38.7% | -22.9% | +5.6% |
| YTD | +38.2% | +70.4% | -32.1% | +20.0% |
| 1Y | +44.5% | +153.6% | -109.1% | +14.7% |
| 3Y | +5.1% | +109.2% | -104.0% | -21.6% |
| 5Y | +124.3% | +249.7% | -125.4% | +30.9% |
| All | +124.3% | +246.7% | -122.4% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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